What factors affect the value of an option?

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Financial Markets and Institutions

ISBN: 978-0077861667

6th edition

Authors: Anthony Saunders, Marcia Cornett

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Question Posted: Jan 27, 2015 08:38 AM

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What factors affect the value of an option?

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The BlackScholes model examines five factors that affect the price of an option 1 the spot price of the underlying asset 2 the exercise price on the option 3 the option s exercise date 4 price volatil...View the full answer

Financial Markets and Institutions

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