Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Option Fair Value – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Option FV

According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

Option Fair Value

According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

Parity Plus Basis

A part of the fair value of an option; an option value that includes, in addition to the intrinsic value,...

FV Premium

It stands for fair value premium; according to the Black-Scholes model, it refers to the premium which makes both the...

Fair Value Premium

According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

Convexity of an Option

An option has convexity because of the non-linear relationship between its value and the price of its underlying asset. The...

Convexity Risk Premium

The difference between the actual option premium and the option's estimated fair value. This difference arises because option sellers are...