63 (Ex. 6.1, p. 150). Show that the price of a call option grows with U, the other variables being kept constant. Hint. Return to chapter 5 to understand what H is and think about what is more valuable to the holder of a call option, H(1) or Hd(1) 63 (Ex. 6.1, p. 150). Show that the price of a call option grows with U, the other variables being kept constant. Hint. Return to chapter 5 to understand what H is and think about what is more valuable to the holder of a call option, H(1) or Hd(1)