Opsi call BBCA (BEI) — perbandingan model harga, jatuh tempo 3 bulan
Harga saham BBCA (S)
Rp10.000
Volatilitas tersirat dasar (σ)
25%
S = Rp10.000 · σ = 25% · T = 3 bulan
Gap rata-rata BS↔ML:
Rp0