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Black Scholes Option Premium Valuation Model - 5 Variables to Value the option of a non-dividend paying stock
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1) The price of the underlying stock
2) The exercise price of the option 3) Time remaining to expiration 4) The interest rate 5) The volatility of the underlying stock |
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Tax Characteristic of Option positions
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Firstly, gains/losses are realized in the year the option expires/is exercised.
If you buy a call, then STCG/L s and LTCG/L's are treated separately whereas hedged positions allow for the option to assume the gain/loss character of the stock, at the time the hedge was applied. |
