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How can you Determine the Intrinsic Value of a Call Option?

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Beispiel: Share price EUR 110 - minus exercise price EUR 100 = Intrinsic value 10

The intrinsic value of a call is based on the difference between the share price and the exercise price.

If the share price is higher than the exercise price the option is "in-the-money". There is a positive intrinsic value.

If share price and exercise price are identical, the intrinsic value is zero. The option is "at-the-money"..

Intrinsic value call

Share price > Exercise price
110 - 100
in-the-money
Intrinsic value: 10
Share price = Exercise price
100 = 100
at-the-money
Intrinsic value: 0
Share price < Exercise price
80 < 100
out-of-the-money
Intrinsic value: 0

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