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What is the minimum value of the june european put option

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Problem 1: On 1 May 2020, Sunup Ltd.'s share price is $3.27. The risk-free rate of interest is 1% per month. Sunup Ltd. Does not pay dividends and options on Sunup shares expire at the end of the expiry month. What is the minimum value of the June $3.75 European put option?

a) $0.349

b) $0.406

c) $0.000

d) $0.251

e) None of the above answers is correct.

Reference no: EM132941065

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