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The Black-Scholes option pricing model (OPM) was developed in 1973. The creation of the Black-Scholes OPM played a significant role in the rapid growth of options trading. The derivation of the Black-Scholes Option Pricing Model rests on the concept of a According to the Black-Scholes Option Pricing Model, if the exercise price, X, increases, the value of the call option Merry Melon Fruit Company has a current stock price of $17.00. A call option on this stock has an exercise price of $17.00 and 0.49 year to maturity. The variance of the stock price is 0.09, and the risk-free rate is 6%. You calculate d_1 to be 0.25 and N(0.25) to be 0.5987. Therefore, d_2 will be 0.04 and N(0.04) will be 0.5160. Using the Black-Scholes Option Pricing Model, what is the value of the option? $1.826 $1.660 $1.328 $1.494
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