Calculate the theoretical price using black and scholes, Finance Basics

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Calculate the theoretical price using black and scholes

Problem

As of May 18, 2022, a GOOGL at the money call with a strike of $2,250 and expiration on November 18 of the same year sold for $282. The applicable volatility (IV) is 36%; the risk-free rate is 1.52%. Calculate the theoretical price using Black & Scholes and compare it to the actual premium.

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Finance Basics: Calculate the theoretical price using black and scholes

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Finance Basics: Calculate the theoretical price using black and scholes

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