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BSM model
prices options before maturity
increase in stock price
increase in call value
increase in strike price
decrease in call value
increase in volatility
increase in call value
increase in maturity
increase in call value
increase in risk free rate
increase in call value
increase in dividend
decrease in call value
price of put

price of call
must adjust formula for dividends so that S=So-De^-rt and use new S in d1 and d2

d1 and d2 formula

moneyness
S/K, if greater than 1 then intrinsic value for calls is positive
implied volatility of stock unobservable factor
volatility smile measures volatility with respect to stock price
volatility is minimum ATM
DITM options have high volatility, so banks may sell anyway because could be OTM by maturity
implied σ > actual σ
seller wins, overcompensated for actual amount of risk they took on
pros
foundation for greeks and delta hedging, used as market benchmark
cons
violates constant volatility, cannot price American options, lognormal distribution underprices tail events