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Calculate the call and put price of the option

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Reference no: EM133062508

Sime Darby Berhad has grown alongside generations of Malaysians for the past 60 years, offering global expertise as well as in depth local understanding and engagement. Currently the company announces to sell a nine month's call options. The share price is RM65 and the strike price is RM60. The risk-free rate is 8 percent per annum and the volatility is 35 percent. Calculate the call and put price of the option using the Black Scholes Option Pricing Model.

Reference no: EM133062508

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