Question
You are using the Black Scholes model to value a call option with a strike price of $90 that expires 6 months from now. The
You are using the Black Scholes model to value a call option with a strike price of $90 that expires 6 months from now. The stock has a current price of $86.73 and a standard deviation of 32%. The current risk free rate is 4.5%.
What is the value of this call option?
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Managerial Accounting Tools For Business Decision Making
Authors: Jerry J Weygandt, Paul D Kimmel, Jill E Mitchell
9th Edition
1119754054, 9781119754053
