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  2. Bank of America (BAC) Q4 2024 Earnings Call Transcript - AOL

    www.aol.com/finance/bank-america-bac-q4-2024...

    Image source: The Motley Fool. Bank of America (NYSE: BAC) Q4 2024 Earnings Call Jan 16, 2025, 11:00 a.m. ET. Contents: Prepared Remarks. Questions and Answers. Call Participants

  3. Bank of America (BAC) Q3 2024 Earnings Call Transcript - AOL

    www.aol.com/finance/bank-america-bac-q3-2024...

    BAC earnings call for the period ending September 30, 2024.

  4. Bank of America (BAC) Q2 2024 Earnings Call Transcript - AOL

    www.aol.com/finance/bank-america-bac-q2-2024...

    BAC earnings call for the period ending June 30, 2024. Skip to main content. 24/7 Help. For premium support please call: 800-290-4726 more ways to reach us. Sign in. Mail. 24/7 ...

  5. Volatility smile - Wikipedia

    en.wikipedia.org/wiki/Volatility_smile

    For instance, the IBM call option, strike at $100 and expiring in 6 months, may have an implied volatility of 18%, while the put option strike at $105 and expiring in 1 month may have an implied volatility of 21%. At the same time, the historical volatility for IBM for the previous 21 day period might be 17% (all volatilities are expressed in ...

  6. Black's approximation - Wikipedia

    en.wikipedia.org/wiki/Black's_approximation

    In finance, Black's approximation is an approximate method for computing the value of an American call option on a stock paying a single dividend. It was described by Fischer Black in 1975. [1] The Black–Scholes formula (hereinafter, "BS Formula") provides an explicit equation for the value of a call option on a non-dividend paying stock. In ...

  7. Call option - Wikipedia

    en.wikipedia.org/wiki/Call_option

    Option values vary with the value of the underlying instrument over time. The price of the call contract must act as a proxy response for the valuation of: the expected intrinsic value of the option, defined as the expected value of the difference between the strike price and the market value, i.e., max[S−X, 0]. [3]