REAL OPTION TECHNIQUE PROF. ROY SEMBEL September 2006.

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REAL OPTION TECHNIQUE PROF. ROY SEMBEL September 2006

PROF. ROY SEMBEL FINANCIAL OPTIONS OPTIONS CASE STUDIES INTRODUCTION TO REAL OPTIONS

PROF. ROY SEMBEL FINANCIAL OPTIONS CONTRACT THAT GIVES ITS HOLDER A RIGHT RIGHT TO BUY (CALL) (CALL) OR SELL (PUT) A CERTAIN AMOUNT OF A CERTAIN UNDERLYING ASSET ASSET WITH A CERTAIN PREDETERMINED PRICE (STRIKE/EXERCISE PRICE) AT A CERTAIN TIME IN THE FUTURE AMERICAN VS EUROPEAN OPTIONS PRICE (PREMIUM) OF OPTIONS VS PRICE OF UNDERLYING ASSET

PROF. ROY SEMBEL 4 Call option: An option to buy a specified number of shares of a security within some future period. Put option: An option to sell a specified number of shares of a security within some future period. Exercise (or strike) price: The price stated in the option contract at which the security can be bought or sold. Option Terminology

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