Deck 8 – Option Value & Drivers

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Question

If the underlying asset price rises, what happens to a call option's value?

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Answer

It increases.

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Question

What is the maximum value of a European call?

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Answer

.

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Question

When is an option at-the-money?

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Answer

When .

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Question

If the exercise price increases, what happens to a call option's value?

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Answer

It decreases.

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