Which of the following factors does not affect the value of a European option?
A. The volatility of the underlying
B. Dividends or interest paid by the underlying
C. The percentage of the investor’s assets invested in the option
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Which of the following statements imply that a European call on a stock is worth more?
A. Less time to expiration
B. A higher stock price relative to the exercise price
C. Larger dividends paid by the stock during the life of the option
Why might a European put be worth less the longer the time to expiration?
A. The cost of waiting to receive the exercise price is higher.
B. The risk of the underlying is lower over a longer period of time.
C. The longer time to expiration means that the put is more likely to expire out-of-the-money.
If the risk- free rate increases, the value of an in- the- money European put option will most likely:
A. decrease.
B. remain the same.
C. increase.
The value of a European call option is inversely related to the:
A. exercise price.
B. time to expiration.
C. volatility of the underlying.
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