Assertion: call's option | /r/CapableOf | expire itm
Facets:
value: with numéraire cash
type: OTHER
value: with numéraire asset
type: OTHER
Source sentences:
text: d − ) is the (Future Value) price of a binary call option, or the risk-neutral likelihood that the option will expire ITM, with numéraire cash (the risk-free asset);
text: ( ) is the (Future Value) price of a binary call option, or the risk-neutral likelihood that the option will expire ITM, with numéraire cash (the risk-free asset); N ( m ) is the percentage corresponding to standardized moneyness;
text: N(d + ) is the Delta, or the risk-neutral likelihood that the option will expire ITM, with numéraire asset.