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Option value

This topic has 1 reply, 2 voices, and was last updated 7 years ago by John Moffat.

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July 11, 2018 at 1:10 am #461562
jihun lee
Member
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Hi john ,
In ur lecture you mentioned that the value in change of option value is the change in value of shares x delta
Is this a theoretical equation for p4 or a real way to value in change of option value ?
Moreover, is there any chance this kind of question may appear in p4 question ???
July 11, 2018 at 7:09 am #461569
John Moffat
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It is both theoretical and used in practice.
It can certainly asked in an AFM question (P4 is now called AFM) – it is in the syllabus, which is why it is cover in my free lectures 🙂
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