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Fair Value of Stock Index Futures

The fair value of a stock index futures is the theoretical value that accounts for the current index level, index...

Fair Value of Futures

The difference between the futures value (the theoretical value of a futures contract) and the spot index value (cash index...

Option FV

According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

Fair Value Premium of Futures

The difference between the futures value (the theoretical value of a futures contract) and the spot index value (cash index...

Fair Value of an Option

According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

Option Fair Value

According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

Fair Value of Option

According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

Parity Plus Basis

A part of the fair value of an option; an option value that includes, in addition to the intrinsic value,...

Forward Intrinsic Value

An option value that includes, in addition to the intrinsic value, the fair value of the forward underlying the option...

FV Premium

It stands for fair value premium; according to the Black-Scholes model, it refers to the premium which makes both the...