Roslin Robotics stock has a volatility of 30% and a current stock price of $71 per...

Roslin Robotics stock has a volatility of 30% and a current stock price of $71 per share. Roslin pays no dividends. The risk-free interest is 6%. Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock.

The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is $ _____ . (Round to the nearest cent.)

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Answer:

Using a black scholes calculator we input the following data to get the call option as $10.45 ~ $10.5

We can also solve this using the formula method where

jeff jeffy answered 2 years ago

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