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If the world was to end tomorrow, which option would be more expensive? An in-the-money American Put with 2 weeks to expiry? An at-the-money European Call with 3 days to expiry? Or an Asian out of the money call with 12 days to expiry?
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Sports & Financial Analyst

Interviewed at bet365

3.6
Oct 5, 2011

If the world was to end tomorrow, which option would be more expensive? An in-the-money American Put with 2 weeks to expiry? An at-the-money European Call with 3 days to expiry? Or an Asian out of the money call with 12 days to expiry?

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