Vidyalelo
Management · Q583

International Finance and Treasury

Graduate and Post Graduate · Management · question 583

Q583

Intrinsic value of call option is considered as in money if

A.
stock price > exercise price
Answer
B.
stock price < exercise price
C.
bond price > treasury price
D.
treasury price < bond price

Answer: Option A

Solution

Answer: Option A
Solution:
Intrinsic value of call option is considered as in money if stock price > exercise price. The intrinsic value of both call and put options is the difference between the underlying stock's price and the strike price.