Call option on a non-dividend-paying stock

Assignment Help Financial Management

Reference no: EM13804012

What is the price of a European call option on a non-dividend-paying stock when the stock price is 652, the strike price is $60, the risk-free interest rate is 12% per annum, the volatility is 30% per annum, and the time to maturity is three months?

Reference no: EM13804012

Questions Cloud

Consider an option on a non-dividend-paying : Consider an option on a non-dividend-paying stock when the stock price is $107, the exercise price is $102, the risk-free interest rate is 5% per annum, the volatility is 25% per annum, and the time to maturity is four months.

Perform a basic task in photoshop : Using the Help feature in Photoshop® CS5, research how to perform a basic task in Photoshop®. Explain how you used this function and why it did or did not help you to understand better how to perform the task.

Compare conventional broadcast services : Compare conventional broadcast services, network or public radio and television, with subscription broadcast services, cable or satellite radio and television.

Assignment application of clinical psychology paper : Assignment Application of Clinical Psychology

Call option on a non-dividend-paying stock : What is the price of a European call option on a non-dividend-paying stock when the stock price is 652, the strike price is $60, the risk-free interest rate is 12% per annum, the volatility is 30% per annum, and the time to maturity is three months?

Determine the initial compression of the spring : Neglecting the mass of the rod, determine the initial compression of the spring so that the rod and mass reach the opposite vertical position with zero tension or compression in the rod.

Reduced budgetsd and demand for services : Dr. Stephanie White, is concerned about the dilemma of coping with reduced budgetsd and demand for services. In order to plan for reduced budgets, she must first identify where costs can be cut or reduced and still keep the agency functioning. Bel..

Write an essay about comparing men and women : Write an essay about Comparing men and women.

How much would friend receive from sale of promissory note : How much would your friend receive from the sale of the promissory note?

User Account

All Pages