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Determinants of Options Value
Effects on values of calls and puts
10
Finance
Undergraduate 3
12/15/2011
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Term
CALL: Increased stock price
 Definition
Increase
Term
CALL: Increased exercise price
 Definition
Decrease
Term
CALL: Increased volatility
 Definition
Increase
Term
CALL: Increased time to expiration
 Definition
Increase
Term
CALL: Increased interest rate
 Definition
Increase
Term
PUT: Increased stock price
 Definition
Decrease
Term
PUT: Increased exercise price
 Definition
Increase
Term
PUT: Increased volatility
 Definition
Increase
Term
PUT: Increased time to expiration
 Definition
Increase
Term
PUT: Increased interest rate
 Definition
Decrease
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