IntrinsicValueCall: Intrinsic value of a call option

Description Usage Arguments Value Author(s) Examples

View source: R/BSM_utilities.R

Description

The in-the-money portion of the option's premium

Usage

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IntrinsicValueCall(Stock, Exercise)

Arguments

Stock

S_0, the asset price

Exercise

K, the option strike price

Value

max(Stock - Exercise, 0)

Author(s)

George Fisher GeorgeRFisher@gmail.com

Examples

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# Investopia: Intrinsic Value
# http://www.investopedia.com/terms/i/intrinsicvalue.asp
Stock    <- 25 # S_0
Exercise <- 15 # K
IntrinsicValueCall(Stock, Exercise) # 10

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