• Skip to primary navigation
  • Skip to main content
  • Skip to primary sidebar
Free ACCA & CIMA online courses from OpenTuition

Free ACCA & CIMA online courses from OpenTuition

Free Notes, Lectures, Tests and Forums for ACCA and CIMA exams

  • ACCA
  • CIMA
  • FIA
  • OBU
  • Books
  • Forums
  • Ask AI
  • Search
  • Register
  • Login
  • ACCA Forums
  • Ask ACCA Tutor
  • FIA Forums
  • CIMA Forums
  • OBU Forums
  • Qualified Members forum
  • Buy/Sell Books
  • All Forums
  • Latest Topics

Save 20% on ACCA & CIMA Books

Interactive BPP books for June 2026 exams, recommended by OpenTuition.
Get discount code >>

Black Scholes Option Pricing Model Question

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Black Scholes Option Pricing Model Question

  • This topic has 1 reply, 2 voices, and was last updated 5 years ago by AvatarJohn Moffat.
Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • January 26, 2021 at 11:02 am #608080
    Avatarjareerabedin
    Member
    • Topics: 91
    • Replies: 72
    • ☆☆

    Dear Sir,
    in BSOP, I am having difficulties in identifying the Pa Value.

    Is this correct?:
    If we are going to calculate the price of an option, in an npv question, and lets say the option exercise date is after 3 years, then the pa will be all the cash inflow’s present value from year 4 onwards.

    is this correct?

    thank you

    January 26, 2021 at 1:49 pm #608103
    AvatarJohn Moffat
    Keymaster
    • Topics: 57
    • Replies: 54846
    • ☆☆☆☆☆

    Yes, that is correct 🙂

  • Author
    Posts
Viewing 2 posts - 1 through 2 (of 2 total)
  • The topic ‘Black Scholes Option Pricing Model Question’ is closed to new replies.

Primary Sidebar

ACCA News:

ACCA My Exam Performance for non-variant

Applied Skills exams is available NOW

ACCA Options:  “Read the Mind of the Marker” articles

Subscribe to ACCA’s Student Accountant Direct

ACCA CBE Exams – Instant Poll

How was your exam, and what was the exam result?

BT CBE exam was.. | MA CBE exam was..
FA CBE exam was.. | LW CBE exam was..

Donate

If you have benefited from OpenTuition please donate.

PQ Magazine

Latest Comments

  • LiliaDvornikova on ACCA TX-UK FA2025 Chapter 20 Trading and other losses – Companies
  • Zidanda on The valuation of debt finance, and duration (part 1) – ACCA (AFM) lectures
  • Davud on FA Chapter 21 Questions IAS 38 – Intangible Assets: Goodwill, Research and Development
  • Kim Smith on AA Chapter 12 Questions
  • Princessss on AA Chapter 12 Questions

Copyright © 2026 · Contact · Advertising · OpenLicense · About · Sitemap · Privacy Policy · Cookie settings · Comments · Log in