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What is the premium of the call option using the European Black-Scholes option pricing model? Use the following call option quote for the SPDR S&P

image text in transcribedWhat is the premium of the call option using the European Black-Scholes option pricing model?

Use the following call option quote for the SPDR S&P 500 ETF Trust (SPY) security to answer the questions in this assignment. Last Last Contract Name Expiration Date Trade Strike Bid Ask Price Date 2021- 2022-02- 11-03 SPY220218C00485000 18 1:14PM 00 4.64 4.67 4. EDT Assume the following: The current price for SPY is $464.72. The implied volatility for this option is 11.23% per annum, and The risk-free rate is 1% per annum. Use the following call option quote for the SPDR S&P 500 ETF Trust (SPY) security to answer the questions in this assignment. Last Last Contract Name Expiration Date Trade Strike Bid Ask Price Date 2021- 2022-02- 11-03 SPY220218C00485000 18 1:14PM 00 4.64 4.67 4. EDT Assume the following: The current price for SPY is $464.72. The implied volatility for this option is 11.23% per annum, and The risk-free rate is 1% per annum

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