Criado por Mitul Patel
mais de 7 anos atrás
|
||
Questão | Responda |
(6) Factors Affecting Option Prices |
Image:
Image (binary/octet-stream)
|
Effect on Option Price of Variable Changes (European and American) |
Image:
Image (binary/octet-stream)
|
Effect of Stock Price on Option Price |
*Calls become more valuable as S increases
*Puts become more less valuable as S increases
Image:
Image (binary/octet-stream)
|
Effect of Strike Price on Option Price |
*Calls become less valuable as K increases
*Puts become more valuable as K increases
Image:
Image (binary/octet-stream)
|
Effect of TTE on Option Price |
Image:
Image (binary/octet-stream)
|
Effect of Volatility on Option Prices |
Image:
Image (binary/octet-stream)
|
Effect of RF Rate on Option Prices |
Image:
Image (binary/octet-stream)
|
Effect of Future Dividends | * Reduce the stock price on ex-dividend date *Decreases value of calls/increases value of puts |
Quer criar seus próprios Flashcards gratuitos com GoConqr? Saiba mais.