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Value of a call option at expiry formula

Tags:  options valuation and pricing

Description of the Value of a call option at expiry formula

Formula for calculating the value of a call option at expiry

Formula

Ct=max(0,St−E) 

Symbols

CT        
Value of the call at expiry date T
E        
Option strike price
ST        
Price of the underlying at expiry date T

Additional information related to this formula

Related definitions from the glossary of financial terms

Call option  •  Option

Related calculators

Option strategy calculator   •   Pricing of an option (Black & Scholes)