Waiting for answer This question has not been answered yet. You can hire a professional tutor to get the answer.

QUESTION

Sam has been granted options on 50,000 shares. The stock is currently trading at $17 a share and the options are at the money. the volatility of the...

Sam has been granted options on 50,000 shares. The stock is currently trading at $17 a share and the options are at the money. the volatility of the stock returns averages 16 percent. the options mature in 2 years and the risk-free rate is 3.45 percent. N(d1) is .662055 and N(d2) is .576052. Given this information, what is the value of a call option on one share of stock?

Show more
LEARN MORE EFFECTIVELY AND GET BETTER GRADES!
Ask a Question