What is the most likely effect of an increase in volatility on the price of a: Call option? Put option?
A. Increase, Increase
B. Increase, Decrease
C. Decrease, Increase
Decrease, Decrease
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Which statement best describes option price sensitivities? The value of a:
A. call option increases as interest rates rise.
B. put option decreases as interest rates decline.
C. put option increases as volatility decreases.
If the volatility of returns of an underlying security increases, then:
A. both call and put option prices increase.
B. both call and put option prices decrease.
C. call prices increase and put prices decrease.
All, else held equal, the value of a European call option is best characterized as having a:
A. negative relationship with the price of the underlying.
B. negative relationship with the volatility of the underlying.
C. positive relationship with the time to expiration.
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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