What is the price of a european put option on the stock, Financial Management

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What is the price of a european put option on the stock

A stock has a current price of $50 per share, and the annual standard deviation of its price is 0.32. A certain European call option on this stock has a delta of 0.5901, a gamma of 0.0243, and an annual theta of −4.9231. The annual continuously compounded risk-free interest rate is 0.08. What is the price of a European put option on the stock? Both options have a strike price of $53 and a 1-year maturity.

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Financial Management: What is the price of a european put option on the stock

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