Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_services_company
|
| gptkbp:assetClass |
gptkb:commodity
gptkb:currency gptkb:nun gptkb:stock_market_index |
| gptkbp:containsSettlement |
cash
physical delivery |
| gptkbp:differenceFromAmericanOption |
can only be exercised at expiration
|
| gptkbp:exerciseTime |
at expiration only
|
| gptkbp:givesHolderRight |
buy underlying asset
|
| gptkbp:hasExerciseStyle |
European
|
| gptkbp:payoffAtExpiration |
max(0, S-K)
|
| gptkbp:premiumPaidBy |
buyer
|
| gptkbp:premiumReceivedBy |
seller
|
| gptkbp:region |
gptkb:Europe
|
| gptkbp:riskFactor |
limited to premium for buyer
potentially unlimited for seller |
| gptkbp:strikePrice |
specified price
|
| gptkbp:tradedOn |
over-the-counter
exchanges |
| gptkbp:type |
option
|
| gptkbp:validOn |
specified date
|
| gptkbp:valuation |
gptkb:binomial_model
gptkb:Black-Scholes_model |
| gptkbp:writerObligation |
sell underlying asset
|
| gptkbp:bfsParent |
gptkb:Black–Scholes–Merton_model
|
| gptkbp:bfsLayer |
6
|
| https://www.w3.org/2000/01/rdf-schema#label |
European call option
|