Web www.software-risk.co.uk

The value of an in-the-money option if it was exercised today (before the expiration date). For a call option, this is the difference between the current asset price and the stike price. For a put option, it is the difference between the strike price and the current asset price.

Copyright © 2005, Campbell R. Harvey. All Worldwide Rights Reserved. Do not reproduce without explicit permission.

Related Articles
Strike price
Series
Put option
In-the-money
Hedged portfolio
Expiration time
Expiration date
Exercising the option

Similar Areas

Finance Items

Selected Books

Keywords

Exercise value

exercise

in-the-money

option value

expiration date

call option

put option

current asset price

asset price

strike price