Price of eurpoean call option with exercise price

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Reference no: EM132074019

Current market price of ABC stock =$77

ABC stock price after 30 days = $80

ABC Stock price after 45 days = $95

ABC Stock price after 60 days = $80

ABC stock price after 75 days = $85

ABC stock price after 90 days = $70

Current price of Eurpean call on ABC stock with exercise price of $93 with 90 days expiration = $2

Current price of European put on ABC stock with exercise price of $82 with 60 days to expiration = $6

Risk free rate = 5%

a) Price of a Eurpoean call option with an exercise price of $82 and 30 days remaining expiration would be closest to?

b) At t=45, the minimum value of the call option is closest to?

c) At t= 45, the minimum value of the put option is closest to?

Reference no: EM132074019

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