Option pricing

This topic has 1 reply, 2 voices, and was last updated 9 years ago by John Moffat.

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July 24, 2016 at 3:36 pm #328632
6shahir
Member
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Can u just explain me how this happens?

Increase in Value of a call

Share price Increase
Exercise price Decrease
time to expiry Increase
Volatility Increase
interest rate Increase
July 24, 2016 at 9:03 pm #328671
John Moffat
Keymaster
- Topics: 57
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I explain this in detail in my free lectures on option pricing. I cannot type out the whole lecture here 🙂
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