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2. Valuation of options - Wikipedia

   en.wikipedia.org/wiki/Valuation_of_options

   For a call option, the option is in-the-money if the underlying spot price is higher than the strike price; then the intrinsic value is the underlying price minus the strike price. For a put option, the option is in-the-money if the strike price is higher than the underlying spot price; then the intrinsic value is the strike price minus the ...

3. Greeks (finance) - Wikipedia

   en.wikipedia.org/wiki/Greeks_(finance)

   For a vanilla option, delta will be a number between 0.0 and 1.0 for a long call (or a short put) and 0.0 and −1.0 for a long put (or a short call); depending on price, a call option behaves as if one owns 1 share of the underlying stock (if deep in the money), or owns nothing (if far out of the money), or something in between, and conversely ...

4. Black–Scholes model - Wikipedia

   en.wikipedia.org/wiki/Black–Scholes_model

   In fact, the Black–Scholes formula for the price of a vanilla call option (or put option) can be interpreted by decomposing a call option into an asset-or-nothing call option minus a cash-or-nothing call option, and similarly for a put—the binary options are easier to analyze, and correspond to the two terms in the Black–Scholes formula.

5. The option Greeks: The key factors that move option prices - AOL

   www.aol.com/finance/option-greeks-key-factors...

   Using an options calculator, the trader could estimate the value of that call at a stock price of $21 (or any other price) and how much it will move in response to further changes in the stock.

6. Call options: Learn the basics of buying and selling - AOL

   www.aol.com/finance/call-options-learn-basics...

   For every price below the strike price of $20, the option expires completely worthless, and the call seller gets to keep the cash premium of $200. Between $20 and $22, the call seller still earns ...

7. Stock option return - Wikipedia

   en.wikipedia.org/wiki/Stock_option_return

   The break-even point is the stock purchase price minus the net of the call option price and the put option price. Break-even = $52.5 - ($2.00 - $0.50) = $51.00 As long as the price of the JKH stock is greater than $51 at stock option expiration, the position will be profitable.

8. Monte Carlo methods for option pricing - Wikipedia

   en.wikipedia.org/wiki/Monte_Carlo_methods_for...

   Here the price of the option is its discounted expected value; see risk neutrality and rational pricing. The technique applied then, is (1) to generate a large number of possible, but random, price paths for the underlying (or underlyings) via simulation, and (2) to then calculate the associated exercise value (i.e. "payoff") of the option for ...

9. Option time value - Wikipedia

   en.wikipedia.org/wiki/Option_time_value

   If the price of the underlying stock is above a call option strike price, the option has a positive intrinsic value, and is referred to as being in-the-money. If the underlying stock is priced cheaper than the call option's strike price, its intrinsic value is zero and the call option is referred to as being out-of-the-money. An out-of-the ...