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It was an online application question David, before a possible interview. I suspect the answer is easier given the limited time I had for it or they take a shortcut which is not completely sound. I will try to find out what they were looking for. It may take some time. I appreciate the quick and...

Hi David, it was an interview question. I was expected to calculate the price of the 11 call and I assumed the probabilities are linked to N(d1&d2). But the question may be wrong also, as you said.

Hi all, can anyone tell me the following: stock price is $10 1 hour before expiry. In that hour it is expected that there are the following possibilities: -10% chance that the stock moves 10% -20% chance the stock moves with 20% -30% chance the stock moves with 5% -40% chance the stock stays...