2008920
| Frage | Antworten |
| Bounds for a Call | |
| Bounds for a Put | |
| American Call: Non-dividend paying stock | Equal to European call |
| Early exercise for Non-dividend Stock | Never |
| Early Exercise for Discrete Dividend Stock | PV (Divs) > PV (Interest on Strike) + Implicit Put |
| Early exercise on American Put | PV (Interest on Strike) > PV (Divs) + Implicit Call |
| Call order (K1< K2< K3) | C(K1)< C(K2)< C(K3) |
| Difference in calls (No arbitrage) | C(K1) - C(K2) < K2 - K1 |
| No arbitrage, calls | [C(K1) - C(K2)]/(K2-K1) > [C(K2) - C(K3)]/(K3-K2) |
| Put order (K1<K2<K3) | P(K1) < P(K2) < P(K3) |
| Difference in Puts (No arbitrage) | P(K2) - P(K1) < K2 - K1 European: use PV (K2 - K1) |
| No arbitrage, Puts (K1 < K2 < K3) | [P(K2) - P(K1)]/(K2 - K1) < [P(K3) - P(K2)]/(K3 - K2) |
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