peing model (OPM) shows ption prices are related to the ke Tinder

 peing model (OPM) shows ption prices are related to the ke Tinder. Solution 3. How to derive NY = LA cu d! N(dl)-1 d2 N(d2) | Call delta • Black-Scholes opti European-style ca five variables, no • The model is ba. equation (PDE • The Black-Sch Black-Schole conditions by Freeks V oft nder P Put delta There is a European call with strike price of $100 and with maturity date of one year. The current price of the underlying stock is $105. The annual volatility rate is 0.3. We have one year for exercising the option contract, Annual risk free rate is 0.04. Please find (1) call price; (2) put price; (3) call's hedge ratio; (4) put's hedge ratio.