Question
In: Finance
Calculate three step Binomial tree call option price please. Stock price = 124.2862, Strike price =...
Calculate three step Binomial tree call option price please.
Stock price = 124.2862, Strike price = 120, Volatility = 20%, Interest rate= 0.15%, Days to expiration = 247 days / 365 days Thank you so much
Solutions
Expert Solution
The question pertains to calulation of call option price using a binomial tree.
The solution is as follows:
Thus, The option price is 19.47$.
jeff jeffy answered 2 years agoRelated Solutions
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