What is the earliest month the option would be exercised

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Reference no: EM131074636

An American put with a strike price of 32 and a current stock price of 33 matures in 6 months. With an interest rate of 5% and a volatility of 30%, what is the earliest month the option would be exercised? Use one month as the time step.

Reference no: EM131074636

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What is the earliest month the option would be exercised : An American put with a strike price of 32 and a current stock price of 33 matures in 6 months. With an interest rate of 5% and a volatility of 30%, what is the earliest month the option would be exercised? Use one month as the time step.

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