Hello sir In question UNIGLOW(Kaplan q54), it was asked to describe the the effect of determinants of bsop on call option. I want to ask you that can I reverse the answer given for put option? Thanks
It is not quite so simple as that – you need to think properly about the effects.
Spot price – OK reverse Exercise price – OK reverse Time until expiry – same for put and call risk – same for put and call risk-free rate – same for put and call