1. 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?

  2. 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

Volatility: 30%

risk-free: 10.22%

Time to maturity: 3-months

Dividend yield: 0 (non-dividend paying stock)

Or can the underlying asset price be calculated in another manner?


  • Q2: You can't solve a single equation with two unknown variables though you could iterate one variable and come up the other for each increment of additional underlying price (as done with determining implied volatility). – Bob Baerker Mar 12 at 12:03

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