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What is the theoretical put option premium using Black-Scholes model: Underlying stock price $100 Strike price 10% out of the money 30 days to expiration
What is the theoretical put option premium using Black-Scholes model:
Underlying stock price $100
Strike price 10% out of the money
30 days to expiration
Underlying annual volatility of 30%
Risk free rate of 3.5%
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