Current Share Price

The current share price prevailing in the market has a positive impact on the call value. In other words. the higher is the current market price (So). the higher is the value of the call option. Other things being equal assume in Example. The value of So is Rs 127 (instead of Rs 125). the value of call option. C0 increases by Rs 2 [from Rs 3.45 to Rs 5.45 (i.e, Rs 127 - Rs 121.55)].

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