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hull.13.13
Hull_13_13
Hull 13.13
Black-Scholes Inputs
1
Stock (S)
$52.00
2
Strike (K)
$50.00
3
Volatity
30.0%
Variance
9.00%
4
Riskfree rate (r)
12.00%
5
Term (T)
0.25
6
Div Yield
0.00%
Call option
d1
0.5365
N(d1)
0.7042
d2
0.3865
N(d2)
0.6504
Call Price
$5.057