Description Usage Arguments Value Author(s) Examples
View source: R/BSM_utilities.R
The in-the-money portion of the option's premium
1 | IntrinsicValueCall(Stock, Exercise)
|
Stock |
S_0, the asset price |
Exercise |
K, the option strike price |
max(Stock - Exercise, 0)
George Fisher GeorgeRFisher@gmail.com
1 2 3 4 5 | # Investopia: Intrinsic Value
# http://www.investopedia.com/terms/i/intrinsicvalue.asp
Stock <- 25 # S_0
Exercise <- 15 # K
IntrinsicValueCall(Stock, Exercise) # 10
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