Differenze

Queste sono le differenze tra la revisione selezionata e la versione attuale della pagina.

--- en:dividends_moneyness [2016/08/31 09:28]
playoptions [Video Tutorial]
+++ en:dividends_moneyness [2018/03/29 10:52] (versione attuale)
playoptions
@@ Linea 7: / Linea 7: @@
 \\
 In the image below you can see the impact of dividends on volatility: chart 1 shows the volatility smile of the options which expire the week before dividend is paid. Chart 2 shows the options smile of options which expires the next week after dividend detachment. \\
-In the Chart 2 we can see a very low volatility on options ATM Call (17700), this happen because the real value would be 17200 , The Call curve should be shifted to the left by the points of dividend. For put options the reasoning is specular. \\
+In the Chart 2 we can see a very low volatility on options ATM Call (17700), this happen because the real value would be 17200 , The Call curve should be shifted to the left by the points of dividend, as well as that Put. \\
 \\
 {{ :impatto_dividendi.png?nokink&600 |}}

Iceberg Options Solutions