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Value of a put option at expiry formula

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Tags:  options valuation and pricing

 Description of the Value of a put option at expiry formula

Formula for the calculation of the value of a put option at expiry.

  Formula

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

 Symbols

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

  Additional information related to this formula

Related definitions from the glossary of financial terms

Option  •  Put option

Related calculators

Option strategy calculator   •   Pricing of an option (Black & Scholes)