Value of a call option at expiry formula
Description of the Value of a call option at expiry formula
Formula for calculating the value of a call option at expiry
Formula
\[ C_{t}=max(0,S_{t}-E) \ \]
Symbols
\(C_{T}\ \)
Value of the call at expiry date T
\(E\ \)
Option strike price
\(S_{T}\ \)
Price of the underlying at expiry date T
Additional information related to this formula
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