What is the value of a call option if the underlying stock price is $86, the strike
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What is the value of a call option if the underlying stock price is $86, the strike price is $90, the underlying stock volatility is 50 percent, and the risk-free rate is 4 percent? Assume the option has 60 days to expiration.
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.
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Related Book For 
Fundamentals of Investments Valuation and Management
ISBN: 978-0077283292
5th edition
Authors: Bradford D. Jordan, Thomas W. Miller
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