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What is the call option premium given the following information? Stock price $ 47 Strike price $ 40 Standard deviation 44% Risk-free rate 4% Dividend
What is the call option premium given the following information?
| Stock price | $ 47 |
|---|---|
| Strike price | $ 40 |
| Standard deviation | 44% |
| Risk-free rate | 4% |
| Dividend yield | 0% |
| Time (years) | 0.25 |
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International Finance Transactions Policy And Regulation
Authors: Hal Scott, Anna Gelpern
21st Edition
1634602048, 978-1634602044
