What Is the Value of a 9-Month Call with a Strike

question 70

Multiple Choice

What is the value of a 9-month call with a strike price of €45 given the Black-Scholes Option Pricing Model and the following information?
Share price €48
Exercise price €45
Time to expiration .75
Risk-free rate .05
N(d₁) .718891
N(d₂) .641713

• A)€2.03
• B)€4.86
• C)€6.69
• D)€8.81
• E)€9.27

---

Definitions:

Dress For Video Success

The concept of choosing appropriate attire for video conferences or recordings that enhances one’s professional image.

Organizational Signposts

Indicators or symbols within an organization that communicate core values, priorities, and directions to its members.

Gesturing

The use of physical movements, typically with the hands, to express ideas or emotions or facilitate communication.

Extemporaneous Speaking

A form of speaking that is prepared in advance but delivered without the aid of a written or full script, noted for its spontaneity and naturalness.