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### Properties Of Stock Options Ppt - Chapter 9 Properties of

This is the end of the preview. Sign up to access the rest of the document. Unformatted text preview: Derivatives Derivatives – Properties of Stock Options 1, 2 Dr Gavin Kretzschmar, Ph.D., CA 1 EADA Barcelona Business School 2 KBTU Professor 1 Dr G Kretzschmar Properties of Stock Options

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1 BFF5915 Tutorial 7 Options markets –Properties of Stock Options Q.1 a. Suppose that a European call option to buy a share for $100 cost $5 and is held until maturity. Suppose that a European call option to buy a share for $100 cost $5 and is held until maturity.

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DSEC03.pdf - Free download as PDF File (.pdf), Text File (.txt) or read online for free. This predictable drop in the price of a stock will have an effect on the price of the options on that stock. We shall look at the problem of dividend-paying stocks later. 3.2 Properties of Option Values 1. The minimum value of an option is zero.

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Foundations of Finance: Options: Valuation and (No) Arbitrage 3 • Notation S, or S0 the value of the stock at time 0. C, or C0 the value of a call option with exercise price X and expiration date T P or P0 the value of a put option with exercise price X and expiration date T

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A call option gives the holder the right to buy stock and a put option gives the holder the right to sell stock. Call and Put Options Think of a call option as a down-payment for a future purpose.

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