Financial Analysis
Financial Analysis
Financial Analysis
288
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Lucas Beyerling
Lucas Beyerling
Kartei Details
| Karten | 288 |
|---|---|
| Sprache | English |
| Kategorie | Finanzen |
| Stufe | Universität |
| Erstellt / Aktualisiert | 06.01.2017 / 10.03.2017 |
| Weblink |
https://card2brain.ch/box/20170106_financial_analysis
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Four 125.000 Euro Futures are sold at a price of USD 1,0346. The next day the price settles at USD 1,0034.
Marking to market changes previous day’s margin by
+ USD 15.600
Moneyness
expl
Intrinsic Value of options
expl
Amount by which the option is in the money at payoff
- An option at-the-money or out-of-the-money has zero intrinsic value
- On expiration date of options the following holds
- Intrinsic value of a call option: Max(0;S-X)
- Intrinsic value of a put option: Max(0;X-S)
option value =
= intrinsic value + time value
Time Value of an Option
expl
Time value is the amount by which the option price exceeds the intrinsic value
A USD 48 strike price call on a stock trading at USD 50 is priced at USD 6. The time value of the option is
USD 4
A forward rate agreement is equivalent to the following interest-rate options
The payoff of an interest-rate option
