find the value of a 3 months European call option using the black schols method...
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find the value of a 3 months European call option using the black schols method , the call has a strick price of $25 , assuming the underlying has an annuel standered deviation of 18% on its returns , the risk free rate is 3% and the current stock price given $28, Given that N(0.951) = 0.5379 , N(0.7638)= 0.7775 , N(1.3875) = 0.7055 , N (1.2975)= 0.9028 , N(0.6438) = 0.7401, N(0.6603) = 0.5656 ( use 4 demical in your calculation)
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