InTheMoneyCall: Is a call option in the money?

Description Usage Arguments Value Author(s) Examples

View source: R/BSM_utilities.R

Description

Is the current market price of the asset above the strike price of the call?

Usage

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InTheMoneyCall(Stock, Exercise)

Arguments

Stock

S_0, the asset price

Exercise

K, the option strike price

Value

IntrinsicValueCall(Stock, Exercise) > 0

Author(s)

George Fisher GeorgeRFisher@gmail.com

Examples

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# http://www.call-options.com/in-the-money.html
library(ustreasuries)
Stock    <- 37.75     # S_0
Exercise <- 35        # K

InTheMoneyCall(Stock, Exercise)  # TRUE

grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.