Option value

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July 11, 2018 at 1:10 am #461562
jihun lee
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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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