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Good day 2 u sir!

C0 = S0N(d1) - Xe-rTN(d2)

Where:

d1 = [ln(S0/X) + (r + σ2/2)T]/ σ √T

And:

d2 = d1 - σ √T

And where:

C0 = current option value

S0 = current stock price

N(d) = the probability that a random draw from a standard normal distribution will be less than (d).

X = exercise price

e = 2.71828, the base of the natural log function

r = risk-free interest rate (annualized continuously compounded rate on a safe asset with the same maturity as the expiration of the option; usually the money market rate for a maturity equal to the option’s maturity.)

T = time to option’s maturity, in years

ln = natural logarithm function

σ = standard deviation of the annualized continuously compounded rate of return on the stock

 
Good day 2 u sir!

C0 = S0N(d1) - Xe-rTN(d2)

Where:

d1 = [ln(S0/X) + (r + σ2/2)T]/ σ √T

And:

d2 = d1 - σ √T

And where:

C0 = current option value

S0 = current stock price

N(d) = the probability that a random draw from a standard normal distribution will be less than (d).

X = exercise price

e = 2.71828, the base of the natural log function

r = risk-free interest rate (annualized continuously compounded rate on a safe asset with the same maturity as the expiration of the option; usually the money market rate for a maturity equal to the option’s maturity.)

T = time to option’s maturity, in years

ln = natural logarithm function

σ = standard deviation of the annualized continuously compounded rate of return on the stock
you > yahoo calculator > me "hoping"

 
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Flipx99

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