According to the black-scholes option pricing model

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Assume that you have been given the following information on PK industries: current stock price = $15, strike price option = $15, time to maturity of option = 6 months, risk free rate 6%, variance of stock return = 0.12, d1 = 0.24495, d2 = 0.00000, N(d1) = 0.59675, N(d2) = 0.50000, according to the Black-Scholes option pricing model, what is the option value?

Reference no: EM131027131

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