The difference between price of underlying asset and exercise price of option is classified as __________?

Correct answer: B. intrinsic value of option

  • A. extrinsic value of European option
  • B. intrinsic value of option
  • C. extrinsic value of option
  • D. intrinsic value of European option

Explanation

Intrinsic value is the amount an option is immediately in the money, based on the relationship between the underlying asset price and the exercise price. Extrinsic value instead reflects time value and other expectations beyond that immediate exercise value.

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