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