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Information for an european call and put option

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Reference no: EM132357322

If I have the following information for an European call and put option

Current Market price = 58.93

Strike price = 65

Time to expiry =170days

Volatility =22.04%

Risk free rate= 2.15%

And using black Scholes model I calculated the call and put option prices as 1.5979 and 7.0202 respectively. What will be the implied of the call and put option using Black scholes model if the actual price of the call option is 1/46 and the price of the put option is 8.55

Reference no: EM132357322

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