Black and Scholes Price of a European Call Option Assignment | Homework For You

Calculate the Black and Scholes price of a European Call option, with a strike of $120 and a time to expiry of 6 months. The underlying currently trades at $100 and has a (future) volatility of 23% p.a. Assume a risk free rate of 1% p.a. 0.07 0.08 O 1.20 O 1.24. Get Finance homework help today