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Value of a call option at expiry

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Description

Formula for calculating the value of a call option at expiry

Formula

\[ C_{t}=max(0,S_{t}-E) \ \]

Legend

\(C_{T}\ \)        Value of the call at expiry date T
\(E\ \)        Option strike price
\(S_{T}\ \)        Price of the underlying at expiry date T