An at- the- money call option with strike

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An at- the- money call option with a strike of 50, 24 days left to expiration and a risk free rate of 0.25% is trading at $1.03. Using the Black-Scholes formula, what will be the price of this option one day later, assuming that all other inputs remain the same?

a) 0.99 b) 1.01 c) 1.03 d) 1.05

Reference no: EM13870597

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An at- the- money call option with strike : An at- the- money call option with a strike of 50, 24 days left to expiration and a risk free rate of 0.25% is trading at $1.03. Using the Black-Scholes formula, what will be the price of this option one day later, assuming that all other inputs rema..

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