Upper bound (Maximum Value) of a Put Option - FRM

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The maximum value of an American put option can take a value of its strike. An American put option can never be valued above its strike price.

For an European put option the maximum value it can take is the strike discounted using the risk free rate to its current date .
In other words an European put option can be never more valuable than the present value of the strike price.

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Комментарии
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Can you do the video about the lower bound of the put option, please?

JJJeral
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Why do we discount european put options but not european call optionns

varunmurali
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Helpto solve this. Determine the price of earopean put option on a non-dividend stick when stock price is sh. 69, strike price is 70, risk free rate is 5% per annum and volatility is 35% per annum and the time for maturity is 3 months

tonylelesit
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Please do a lower bound european put option non-div paying stock

kevinriahi
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Why do you not discount the strike for the American put option?

Vasundhara-tk