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Value of a put option at expiry formula

Tags:  options valuation and pricing

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

Pt=max(0,E−St) 

Symbols

E        
Option strike price
PT        
Value of the put at expiry date T
ST        
Price of the underlying at expiry date T

Additional information related to this formula

Related definitions from the glossary of financial terms

Option  •  Put option

Related calculators

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