Find the value for european put option

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Reference no: EM131545483

Use Black-Scholes model to price a European put option

Use the Black-Scholes model to find the value for a European put option that has an exercise price of $62.00 and four months to expiration. The underlying stock is selling for $63.50 currently and pays an annual dividend of $2.07. The standard deviation of the stock’s returns is 0.24 and risk-free interest rate is 5.5%. (Round intermediary calculations to 4 decimal places. Round your final answer to 2 decimal places.)

Put value $

Reference no: EM131545483

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