Difference between revisions of "Summary of the Determinants of Option Value"
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Latest revision as of 19:25, 27 August 2020
The table belows gives a Summary of the Determinants of Option Value:
| Factor | Call Value | Put Value |
|---|---|---|
| Increase in Stock Price | Increases | Decreases |
| Increase in Strike Price | Decreases | Increases |
| Increase in variance of underlying asset | Increases | Increases |
| Increase in time to expiration | Increases | Increases |
| Increase in interest rates | Increases | Decreases |
| Increase in dividends paid | Decreases | Increases |
