NISM Series XVI - Commodity Derivatives Exam Notes

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  • High interest rates will result in an increase in the value of a call option and a decrease in the value of a put option.
  • When price of underlying rises - Call premium Rises, Put Premium Falls
  • When Strike price rises - Call premium Falls, Put Premium Rises
  • When Time to expiry increases - Call premium Rises, Put Premium Rises
  • When Volatility rises - Call premium Rises, Put Premium Rises

NISM Commodity Derivatives

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