What is the value of put and value of call

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1. What is the value of a Put, given these characteristics: time to expiry = 3 months, strike price = $20 the Spot price is $23.50. The standard deviation of the annual stock returns is said to be 29%, the risk-free rate of interest would be 4.25%, and the dividend yield rate for the stock is 1.5%.

2. What is the value of a Call, given these characteristics: time to expiry = 3 months, strike price = $20 the Spot price is $23.50. The standard deviation[1] of the annual stock returns is said to be 29%, the risk-free rate of interest would be 4.25%, and the dividend yield rate for the stock is 1.5%.

Reference no: EM132017784

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