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HW-239 Black scholes model problem
Use Black Scholes model to calculate price for call option with the following inputs:
1. Current stock price is $30
2. Strike price is $35
3. time to expiration is 4 months.
4. annualized risk free rate is 5%
5. variance of stock return is .25.
Answer will be sent by email. It may take few hours to send the asnwer. You may email us if you have any query.
1. Current stock price is $30
2. Strike price is $35
3. time to expiration is 4 months.
4. annualized risk free rate is 5%
5. variance of stock return is .25.
Answer will be sent by email. It may take few hours to send the asnwer. You may email us if you have any query.
