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risk-free interest上升会导致value of call option, put option怎样变化?

risk-free interest rate上升

=> stock price 上升

=> value of call option上升, value of put option下降

这样分析对吗?

risk-free rate goes up => required return for securities goes up => security price goes down => value of call goes down and value of put goes up.

??

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According to my opinion

1 Think about Black-Scholes Model, p=SN(d1)-Ke(-rt)N(D2), the value of the call option will rise, pull option will decline,

2 and in the market, the price of the stock will decrease, so the time value of the call option will increase.

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谢谢!

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resk free rate涨,call option 省下的现金得到的利率就多,因此价格涨,put相反

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