高级职员优先认股权物产定价(ppt 16页)(英文)
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资料简介：
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Usually there is some chance that an American option will be exercised early
An exception is an American call on a non-dividend paying stock
This should never be exercised early
No income is sacrificed
We delay paying the strike price
Holding the call provides insurance against stock price falling below strike price
For an American call option:
S0 = 100; T = 0.25; X = 60; D = 0
Should you exercise immediately?
What should you do if
You want to hold the stock for the next 3 months?
You do not feel that the stock is worth holding for the next 3 months?
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