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Question: Calculate the prices of 6 month European call and put options using the Black-Scholes pricing formula, given that the current market price of the underlying asset is $40.75, the risk-free continuously compounded interest rate is 4% per annum, and the volatility (standard deviation) of the price of the underlying asset is 25% per annum. You may find this table useful.
a) Calculate the option price for a call and a put if the strike price is $47.36. Give all answers in dollars and cents to the nearest cent.
b) Calculate the option price for a call and a put if the strike price is $43.95. Give all answers in dollars and cents to the nearest cent.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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