mid buying date
expiry date
buying date
mid selling date
✅ The correct answer is B.
According to Black Scholes model, call option is well exercised on its expiry date. Black-Scholes is a pricing model used to determine the fair price or theoretical value for a call or a put option based on six variables such as volatility, type of option, underlying stock price, time, strike price, and risk-free rate.
According to Black Scholes model, call option is well exercised on its expiry date. Black-Scholes is a pricing model used to determine the fair price or theoretical value for a call or a put option based on six variables such as volatility, type of option, underlying stock price, time, strike price, and risk-free rate.