Difference between revisions of "Summary of the Determinants of Option Value"

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(Created page with "The table belows gives a Summary of the Determinants of Option Value: {| class="wikitable" !Factor !Call Value !Put Value |- |Increase in Stock Price |Increases |Decreases |-...")
 
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The table belows gives a Summary of the Determinants of Option Value:
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Summary of the Determinants of Option Value
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{| class="wikitable"
 
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!Factor
 
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!Call Value
 
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!Put Value
 
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|-
 
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|Increase in Stock Price
 
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|Increases
 
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|Decreases
 
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|-
 
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|Increase in Strike Price
 
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|Decreases
 
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|Increases
 
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|-
 
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|Increase in variance of underlying asset
 
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|Increases
 
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|Increases
 
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|-
 
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|Increase in time to expiration
 
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|Increases
 
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|Increases
 
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|-
 
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|Increase in interest rates
 
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|Increases
 
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|Decreases
 
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|-
 
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|Increase in dividends paid
 
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|Decreases
 
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|Increases
 
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|-
 
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|}
 
 
[[Category:finance]]
 
[[Category:finance]]
  

Revision as of 18:39, 27 August 2020

Summary of the Determinants of Option Value

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