In december 2014 a 9-month call on a stock with an exercise


Question: In December 2014, a 9-month call on a stock, with an exercise price of $335, sold for $45.40. The stock price was $335. The risk-free interest rate was 6%. Assume that the stock options are European options. (Note: This stock does not pay a dividend.)

How much would you be willing to pay for a put on this stock with the same maturity and exercise price?

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Finance Basics: In december 2014 a 9-month call on a stock with an exercise
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