Files
ollama-model-training-5060ti/training_data/curated/text/fd945289d88b86014c6e0854d9e86639f946de107dcc57983db7f7a180b3fdfe.txt

36 lines
2.6 KiB
Plaintext
Raw Blame History

This file contains invisible Unicode characters
This file contains invisible Unicode characters that are indistinguishable to humans but may be processed differently by a computer. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
14 Part I: Basic Properties ol Stodc Options
stock has the ability to move a relatively large distance upward, buyers of the calls are
willing to pay higher prices for the calls - and sellers demand them as well. For exam­
ple, if AT&T and Xerox sell for the same price (as they have been known to do), the
Xerox calls would be more highly priced than the AT&T calls because Xerox is a more
volatile stock than AT&T.
The interplay of the four major variables - stock price, striking price, time, and
volatility can be quite complex. While a rising stock price (for example) is directing
the price of a call upward, decreasing time may be simultaneously driving the price
in the opposite direction. Thus, the purchaser of an out-of-the-money call may wind
up with a loss even after a rise in price by the underlying stock, because time has
eroded the call value.
THE TWO MINOR DETERMINANTS
The Risk-Free Interest Rate. This rate is generally construed as the current
rate of 90-day Treasury bills. Higher interest rates imply slightly higher option pre­
miums, while lower rates imply lower premiums. Although members of the financial
community disagree as to the extent that interest rates actually affect option price,
they remain a factor in most mathematical models used for pricing options. (These
models are covered much later in this book.)
The Cash Dividend Rate of the Underlying Stock. Though not clas­
sified as a major determinant in option prices, this rate can be especially impor­
tant to the writer (seller) of an option. If the underlying stock pays no dividends
at all, then a call option's worth is strictly a function of the other five items.
Dividends, however, tend to lower call option premiums: The larger the dividend
of the underlying common stock, the lower the price of its call options. One of
the most influential factors in keeping option premiums low on high-yielding
stock is the yield itself.
Example: XYZ is a relatively low-priced stock with low volatility selling for $25 per
share. It pays a large annual dividend of $2 per share in four quarterly payments of
$.50 each. What is a fair price of an XYZ call with striking price 25?
A prospective buyer of XYZ options is determined to figure out a fair price. In
six months XYZ will pay $1 per share in dividends, and the stock price will thus be
reduced by $1 per share when it goes ex-dividend over that time period. In that case,
if XYZ's price remains unchanged except for the ex-dividend reductions, it will then
be $24. Moreover, since XYZ is a nonvolatile stock, it may not readily climb back to
25 after the ex-dividend reductions. Therefore, the call buyer makes a low bid - even