enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Expiration (options) - Wikipedia

    en.wikipedia.org/wiki/Expiration_(options)

    In finance, the expiration date of an option contract (represented by Greek letter tau, τ) is the last date on which the holder of the option may exercise it according to its terms. [1] In the case of options with "automatic exercise", the net value of the option is credited to the long and debited to the short position holders.

  3. Exercise (options) - Wikipedia

    en.wikipedia.org/wiki/Exercise_(options)

    For instance, on the day before an ex-dividend date, it may make sense to exercise an equity call option early in order to collect the dividend. In general, equity call options should only be exercised early on the day before an ex-dividend date, and then only for deep in-the-money options. For an American-style put option, early exercise is a ...

  4. Option style - Wikipedia

    en.wikipedia.org/wiki/Option_style

    A compound option is an option on another option, and as such presents the holder with two separate exercise dates and decisions. If the first exercise date arrives and the 'inner' option's market price is below the agreed strike the first option will be exercised (European style), giving the holder a further option at final maturity.

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

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

    The options trader makes a profit of $200, or the $400 option value (100 shares * 1 contract * $4 value at expiration) minus the $200 premium paid for the call.

  6. 5 options trading strategies for beginners - AOL

    www.aol.com/finance/5-options-trading-strategies...

    If the stock closes below the strike price at option expiration, the trader must buy it at the strike price. Example: Stock X is trading for $20 per share, and a put with a strike price of $20 and ...

  7. Lattice model (finance) - Wikipedia

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

    The next step is to value the option recursively: stepping backwards from the final time-step, where we have exercise value at each node; and applying risk neutral valuation at each earlier node, where option value is the probability-weighted present value of the up- and down-nodes in the later time-step.

  8. Margrabe's formula - Wikipedia

    en.wikipedia.org/wiki/Margrabe's_formula

    Margrabe's model of the market assumes only the existence of the two risky assets, whose prices, as usual, are assumed to follow a geometric Brownian motion.The volatilities of these Brownian motions do not need to be constant, but it is important that the volatility of S 1 /S 2, σ, is constant.

  9. Tesla's Musk exercises all of his stock options ... - AOL

    www.aol.com/finance/teslas-musk-completes-option...

    With the option exercise on 1.6 million shares on Tuesday, he has exercised all of the options on 22.8 million shares, which are due to expire in August. He also sold 934,090 shares for $1.02 ...