Search results

  1. T

    pricing of european put option

    Hi Lun The other aspect of your question might be the answer. I think it all depends on if the Put is ITM, OTM, ATM . If the put is ITM, there is very no Time Value premium and most of this is Intrinsic Value and it is highly volatile and hence high Premium. as Volatility is propotional to...
Back
Top Bottom