Intrinsic value american call option
Posted: Aleksandr24 Date: 30.05.2017
Tools What links here Related changes Upload file Special pages Permanent link Page information Wikidata item Cite this page. Credit spread Debit spread Exercise Expiration Moneyness Open interest Pin risk Risk-free interest rate Strike price the Greeks Volatility. Prior to expiration, the change in TV with time is non-linear, being a function of the option price...