Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_services_company
|
| gptkbp:assetClass |
varies
|
| gptkbp:containsSettlement |
cash or physical
|
| gptkbp:counterparty |
option writer
|
| gptkbp:exercisable |
only at expiration
|
| gptkbp:exerciseStyle |
European
|
| gptkbp:holderRight |
sell underlying asset at strike price
|
| https://www.w3.org/2000/01/rdf-schema#label |
European put option
|
| gptkbp:market |
put
traded on exchanges and OTC |
| gptkbp:payoffAtExpiration |
max(strike price - underlying price, 0)
|
| gptkbp:relatedTo |
gptkb:European_call_option
gptkb:American_put_option |
| gptkbp:riskFactor |
limited to premium paid
|
| gptkbp:type |
option
|
| gptkbp:valuationModel |
gptkb:Black-Scholes_model
|
| gptkbp:writerObligation |
buy underlying asset at strike price if exercised
|
| gptkbp:bfsParent |
gptkb:Black–Scholes–Merton_model
|
| gptkbp:bfsLayer |
6
|