Vidyalelo
Management · Q24

International Finance and Treasury

Graduate and Post Graduate · Management · question 24

Q24

The intrinsic value of a Call option is

A.
Strike price - Underlying Price
B.
Underlying price - Strike Price
Answer
C.
Strike price > Underlying price
D.
Strike price < Underlying price

Answer: Option B

Solution

Answer: Option B
Solution:
The intrinsic value of a Call option is Underlying price - Strike Price. The intrinsic value of both call and put options is the difference between the underlying stock's price and the strike price. In the case of both call and put options, if the calculated value is negative, the intrinsic value is zero.