Options glossary · Formulas
Forward price
Where the underlying is priced for a future date: spot plus the interest to carry it, minus the dividends paid in the meantime.
The formula
F = S × (1 + r × t) − D
Where it comes up
Part 2 of the course, Option pricing: what goes into a price, the straddle approximation, Black-Scholes and where it stops being true. See the course →
The full picture
Three and a half hours with the man who traded these
Sven Hubens, ten years an options market maker at Optiver and Maven, adjunct faculty at The Options Institute at Cboe.
- 3h 32m of video in 58 chapters
- 128 slides
- Subtitles in 16 languages
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See the course
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Education, not advice. Amsterdam Investment Club is not licensed by the AFM to give individual investment advice.