Statements (32)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Financial derivative
|
| gptkbp:assetClass |
gptkb:stock_market_index
Index Commodity |
| gptkbp:differenceFromAmericanOption |
Cannot be exercised before expiration
|
| gptkbp:exercisableAt |
Expiration date only
|
| gptkbp:exerciseStyle |
European
|
| gptkbp:feature |
Fixed expiration date
No early exercise Standardized contract |
| https://www.w3.org/2000/01/rdf-schema#label |
European options
|
| gptkbp:market |
Call option
Put option |
| gptkbp:origin |
gptkb:Europe
|
| gptkbp:payoffAtExpiration |
Max(0, K-S) for put
Max(0, S-K) for call |
| gptkbp:regulates |
Subject to financial regulation
|
| gptkbp:riskFactor |
Interest rate
Volatility Time to maturity Underlying price |
| gptkbp:settlementType |
Cash settlement
Physical delivery |
| gptkbp:tradedOn |
Exchange
Over-the-counter |
| gptkbp:usedBy |
Investors
Hedgers Speculators |
| gptkbp:usedIn |
Financial markets
|
| gptkbp:valuationModel |
gptkb:Black-Scholes_model
|
| gptkbp:bfsParent |
gptkb:Black-Scholes_model
|
| gptkbp:bfsLayer |
6
|