In December 2014, a 9-month call on a stock, with an exercise price of $475, sold for $46.80. The stock price was $475. The risk-free interest rate was 4%. Assume that the stock options are European options. (Note: This stock does not pay a dividend.)
How much would you be willing to pay for a put on this stock with the same maturity and exercise price? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
Price of a put $
In December 2014, a 9-month call on a stock, with an exercise price of $475, sold for $46.80. The stock price was $475. The risk-free interest rate was 4%. Assume that the stock options are European options. (Note: This stock does not pay a dividend.)
How much would you be willing to pay for a put on this stock with the same maturity and exercise price? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
Price of a put $
Related questions
| A call option with an exercise price of $65 and three months to expiration has a price of $4.20. The stock is currently priced at $64.80, and the risk-free rate is 4 percent per year, compounded continuously. What is the price of a put option with the same exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) |
| Put option price |
