Solved: What is the price of a one-year european call option, Finance Basics

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What is the price of a one-year european call option

Problem:

Dynamic Energy Systems stock is currently trading for $33 per share. The stock pays no dividends. A one-year European put option on Dynamic with a strike price of $35 is currently trading for $2.10. If the risk-free interest rate is 10% per year, what is the price of a one-year European call option on Dynamic with a strike price of $35.

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Finance Basics: What is the price of a one-year european call option

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