What is the value of a european call option if the


What is the value of a European call option if the underlying stock price is $81, the strike price is $90, the underlying stock volatility is 50 percent, and the risk-free rate is 3 percent? Assume the option has 60 days to expiration (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Request for Solution File

Ask an Expert for Answer!!
Financial Management: What is the value of a european call option if the
Reference No:- TGS01416245

Expected delivery within 24 Hours