Value of a put option at expiry formula
Description of the Value of a put option at expiry formula
Formula for the calculation of the value of a put option at expiry.
Formula
\[ P_{t}=max(0,E-S_{t}) \ \]
Symbols
\(E\ \)
Option strike price
\(P_{T}\ \)
Value of the put at expiry date T
\(S_{T}\ \)
Price of the underlying at expiry date T
Additional information related to this formula
Related definitions from the glossary of financial terms
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