Is there a difference in the value of Delta of American and European options with the same underlying asset price, strike price, time to maturity?
Also, is there any way to determine the price of an European call option using Black Scholes Formula, while only being given the strike price, volatility, risk free, time to maturity and dividend yield, with the underlying asset price being unknown?
Current stock price: Unknown
Strike Price (K): $41.50
Time to maturity: 3-months
Dividend yield: 0 (non-dividend paying stock)
Or can the underlying asset price be calculated in another manner?