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  2. Stock option return - Wikipedia

    en.wikipedia.org/wiki/Stock_option_return

    %If Unchanged Potential Return = (call option price - put option price) / [stock price - (call option price - put option price)] For example, for stock JKH purchased at $52.5, a call option sold for $2.00 with a strike price of $55 and a put option purchased for $0.50 with a strike price of $50, the %If Unchanged Return for the collar would be:

  3. Valuation of options - Wikipedia

    en.wikipedia.org/wiki/Valuation_of_options

    In finance, a price (premium) is paid or received for purchasing or selling options.This article discusses the calculation of this premium in general. For further detail, see: Mathematical finance § Derivatives pricing: the Q world for discussion of the mathematics; Financial engineering for the implementation; as well as Financial modeling § Quantitative finance generally.

  4. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    Here the price of the option is its discounted expected value; see risk neutrality and rational pricing. The technique applied then, is (1) to generate a large number of possible, but random, price paths for the underlying (or underlyings) via simulation, and (2) to then calculate the associated exercise value (i.e. "payoff") of the option for ...

  5. 5 options trading strategies for beginners - AOL

    www.aol.com/finance/5-options-trading-strategies...

    Here’s the profit on the long call at expiration: Reward/risk: In this example, the trader breaks even at $21 per share, or the strike price plus the $1 premium paid. Above $20, the option ...

  6. Options strike prices: What they are and how they work - AOL

    www.aol.com/finance/options-strike-prices...

    It’s the price at which you can buy or sell.

  7. CME SPAN - Wikipedia

    en.wikipedia.org/wiki/CME_SPAN

    SPAN is a portfolio margining method that uses grid simulation. It calculates the likely loss in a set of derivative positions (also called a portfolio), and sets this value as the initial margin payable by the firm holding the portfolio. In this manner, SPAN provides for offsets between correlated positions and enhances margining efficiency.