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You are interested in buying a European put option on a stock, Upstart Inc. which has been on hype recently. Upstart pays no dividends. The
You are interested in buying a European put option on a stock, Upstart Inc. which has been on hype recently. Upstart pays no dividends. The information on the put option are as follows: Strike price: $95 Days to expiration: 87 days Current stock price: $124.87 Annual volatility: 38% Risk-free interest rate: 6.84% Use the appropriate model to compute the price of the put option. O 0.48 O 0.78 0.32 0 0.52
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