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List the 6 factors that impact an option's price prior to expiration (these are not Greeks! If you write a Greek it will be wrong!)
List the 6 factors that impact an option's price prior to expiration (these are not Greeks! If you write a Greek it will be wrong!) 1. b. C. d. e. f. 2. Which factor above is not included in the Black-Scholes option pricing model? Draw a graph showing the price relationship between a Call Co (y-axis) prior to expiration and various levels of the underlying stock So (x-axis) based on Black-Scholes. For credit include: strike price and intrinsic value line. 3. Draw a graph showing the price relationship between a Put (y-axis) prior to expiration and various levels of the underlying stock (x-axis) based on black-scholes. For credit include: strike price and intrinsic value line (including where it intercepts the y-axis.) 4
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