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Value of call and put option effects

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Value of call and put option effects

  • This topic has 1 reply, 1 voice, and was last updated 7 years ago by Avatarrichardscully.
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  • October 29, 2018 at 6:41 am #480099
    Avatarrichardscully
    Participant
    • Topics: 197
    • Replies: 145
    • ☆☆☆

    Sir

    Can you pleas confirm which of the following are correct. the text books only show for increase and as i realised with call and puts it is not necessarily opposites

    Determinate DECREASE Value Call Value Put
    Underlying asset value decrease Increase
    Exercise price increase Decrease
    Time Decrease Decrease
    Volatility Decrease Decrease
    Risk free increase Increase

    Thank you

    October 29, 2018 at 6:41 am #480100
    Avatarrichardscully
    Participant
    • Topics: 197
    • Replies: 145
    • ☆☆☆

    I had it in table form and the message just blasted it all away

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