- Using the Black Scholes Option Pricing Model, calculate the value of Call Options for a stock with the following information. Use the Power Point presentation along with the Standard Normal Distribution Table given to you. Show all your work.

Inputs: Call option price =

Risk free rate = = 0.10 or 10%

Time to maturity (annum) = (T) = 50/365

Exercise Price (K) = $40

Standard deviation (σ) = 0.23

Stock Price (S) = $42