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Consider a European option on a non-dividend-paying stock when the stock price is $30, the exercise price is $29, continuously compounded risk-free interest rate is 5%, volatility is 25% per annum, and time to maturity is 4 months (assume 4 months is equal to 120 days).
-Find the value of a call option at the strike price of $29 using the Black-Scholes option pricing model. Show all steps.
-Find the value of a put option at the strike price of $29 using the Black-Scholes option pricing model. Show all steps.
-Show that put-call parity holds using the put and the call at the strike price of $29. (you need to find the value of both sides of the put-call parity for this.)
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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