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Homework answers / question archive / The 13- month futures price is currently 117, it's volatility is 35% per year, and the risk-free rate is 10% per year

The 13- month futures price is currently 117, it's volatility is 35% per year, and the risk-free rate is 10% per year

Finance

The 13- month futures price is currently 117, it's volatility is 35% per year, and the risk-free rate is 10% per year. What is the value of a 13-month European call on the futures with a strike price of 103? Express your answer with two decimals. 30.43

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