Egy valós opció kiszámítása

Huntraders | Options / Definition of options
Bonds Definition of options Options are contracts granting the right to the option holder buyer to sell or buy an underlying security at an agreed-upon price strike price on a specific future date. In other words: options give the option to the buyer to sell or buy an underlying. In the same time, options generate an obligation to the seller of the option. There are two types of options: call buy and put sell. A call option offers the buyer the right, but not the obligation to buy.

The definition of volatility Calculating volatility Volatility is the variability of the return. This variability is measured by the standard deviation of the return with continuous interest rate payments.

egy valós opció kiszámítása

Volatility is usually calculated from the daily closing prices, but weekly, monthly, hourly, or even minutely data could be used. It is important to note at this point that the n number of observations does not equal to how many parts one wants to divide the analysed period.

The higher the volatility the higher the fluctuation in the market prices. Statistical volatility is the percentage value of the price fluctuations determined by statistical methods.

egy valós opció kiszámítása

Traders and analysts examine the normal distribution of the closing market prices in a given period to determine the value of the statistical volatility. When assuming the price cannot be zero or negative, lognormal distribution may be a better choice, but it requires more data processing.

egy valós opció kiszámítása

The The sequence can be formed from the closing prices on 20 days when this period can realistically reflect the market price fluctuations. The table below summarises the statistical volatility for different periods.

However, the The decreasing volatility is accompanied by egy valós opció kiszámítása increasing share price. Historical volatility.

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