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The value of a call option decreases when which of the following increases?

a. the strike price
b. inflation
c. implied volatility
d. gross domestic product
e. the risk-free rate

User LDJ
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1 Answer

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Final answer:

The value of a call option typically decreases with lowering implied volatility but increases with a rise in the risk-free rate. Meanwhile, in the financial market, interest rates typically decline when there is a rise in the money supply.

Step-by-step explanation:

The value of a call option typically decreases when the implied volatility decreases. When there is lower volatility, the probability that the option will end up in-the-money (that is, with a stock price above the strike price for calls) is reduced, thus the option becomes less valuable. On the other hand, when the risk-free rate increases, the value of a call option usually increases as well because the present value of the exercise price is discounted at a higher rate, making it cheaper in present value terms and increasing the value of the option.

In the context of financial market changes, a rise in the supply of money, ceteris paribus (all other things being equal), would lead to a decline in interest rates. When there's more supply of a financial commodity like money available for borrowing, the price of borrowing that money (which is the interest rate) tends to go down.

User TyMarc
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