Question
You have two call options for the same share. The first has an expiry date in 1 month and the second in 1 year. Implied
You have two call options for the same share. The first has an expiry date in 1 month and the second in 1 year. Implied volatility for the underlying share is high. Everything else being equals, which of the two call options is worth less?
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Market Practice In Financial Modelling
Authors: Tan Chia Chiang
1st Edition
9814366544, 978-9814366540
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