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Compute the value of the March

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Question - Compute the value of the March 482 call on futures contract on December 25, 2014. The futures price is 465.75 and strike price is 482. The risk free rate is 8% per year. The last trading day for the futures call is March 15, 2015. The Standard Deviation is 30%.

Reference no: EM132965754

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Compute the value of the March : Compute the value of the March 482 call on futures contract on December 25, 2014. The futures price is 465.75 and strike price is 482
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