Suppose the annually compounded risk-free rate is 5 percent for all maturities. A non-dividend-paying common stock is

Question:

Suppose the annually compounded risk-free rate is 5 percent for all maturities. A non-dividend-paying is trading at $100. Suppose you are considering a European call option with a of $110. What is the time to of this option where the boundary condition begins to be nonzero?
Common Stock
Common stock is an equity component that represents the worth of stock owned by the shareholders of the company. The common stock represents the par value of the shares outstanding at a balance sheet date. Public companies can trade their stocks on... Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity. Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...