Stock Parameter

Option Price

Stock/Equity

Strike Price

Volatility

Geometric

Arithmetic

Modal

Benso

4.10

1.50

0.0391

0.0449

0.0385

CAL Bank

1.02

1.64

0.0156

0.0187

0.0159

Ecobank GH

7.70

1.11

0.0535

0.0583

0.0540

Enterprise GP

1.75

1.99

0.0227

0.0298

0.0233

Fan Milk

5.25

1.22

0.0385

0.0464

0.0409

GCB

5.30

1.71

0.0497

0.0585

0.0519

Guinness

3.20

1.73

0.0353

0.0408

0.0379

GOIL

1.05

0.10

0.0062

0.0076

0.0062

Golden Star

2.34

1.02

0.0129

0.0161

0.0103

HFC

1.50

2.07

0.0157

0.0185

0.0166

Standard Chartered

20.35

1.00

0.1185

0.1345

0.1309

Societe General

1.00

5.49

0.0273

0.0225

0.0287

TOTAL Ghana

6.10

2.10

0.0638

0.0740

0.0634

Tallow Oil

34.99

2.10

0.4011

0.3801

0.3660

Unilever

10.70

8.77

0.0929

0.0877

0.0966

Mega Africa

4.50

1.33

0.0363

0.0386

0.0432