Question
Which of the following statement is correct? Time to maturity affect option price according to Black-Scholes formula Suppose you wrote a call option and you
Which of the following statement is correct?
| Time to maturity affect option price according to Black-Scholes formula | ||
| Suppose you wrote a call option and you want to cover your downside, you can write put of the same underlying asset | ||
| Put option holder has the right to buy the underlying asset at strike price | ||
| Option writer have the option to fulfill or not fulfill when option is exercise |
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Corporate Finance Theory And Practice
Authors: Aswath Damodaran
2nd Edition
0471283320, 9780471283324
