use of call_and_put_options

Jun 28th, 2015
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Abraham Lincoln University
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A “Put Option” as understood in common parlance is an option to sell. A “Put Option” is an Investor’s exit/liquidity option by way of which an Investor can, on the happening of a “Put Trigger” event, compel the promoter/ shareholder of Company to buy its shares either wholly or partly, at a valuation, agreed between the parties. A “Put Option” has become a popular exit option in business practice and has found expression by way was a “Put Option” Clause in Share Holders Agreement (SSA) or Share Subscription Agreements (SHA). This right to sell is not vested in a shareholder by way of law but is a creation of contractual arrangement between the parties. Thus if “Put Option” is not provided in the SSA or SHA then the investor/ shareholder cannot exercise such right to sell.

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An Empirical Examination of the Pricing of American Put OptionsAuthor(s): Edward C. Blomeyer and Herb JohnsonReviewed work(s):Source: The Journal of Financial and Quantitative Analysis, Vol. 23, No. 1 (Mar., 1988), pp. 1322Published by: University of Washington School of Business AdministrationStable URL: .Accessed: 07/05/2012 09:53Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range ofcontent in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new formsof scholarship. For more information about JSTOR, please contact of Washington School of Business Administration is collaborating with JSTOR to digitize, preserveand extend access to The Journal of Financial and Quantitative Analysis.http://www.jstor.orgANDQUANTITATIVEANALYSISJOURNALOF FINANCIALAnEmpiricalPutOptionsEdwardExaminationC. Blomeyerandof theVOL.23,NO. 1,MARCH1988Pricingof AmericanHerb Johnson*AbstractThis studyis an expost performancetestcomparingthe accuracy of an Americanmodel toa European model forvaluing listed options. Specifically, the Geske and JohnsonAmeri?can put valuation model is compared withthe Black and

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