| VARIABLE | CALL (europ.) |
PUT (europ.) |
CALL (amerik.) |
CALL (amerik.) |
|---|---|---|---|---|
| Basispreis ↑ | + | – | + | – |
| Basispreis ↓ | – | + | – | + |
| Strike ↑ | – | + | – | + |
| Strike ↓ | + | – | + | – |
| Laufzeit ↑ | +/- | +/- | + | + |
| Laufzeit ↓ | +/- | +/- | – | – |
| Volatilität ↑ | + | – | + | – |
| Volatilität ↓ | – | + | – | + |
| Zinsniveau ↑ | + | – | + | – |
| Zinsniveau ↓ | – | + | – | + |
| Dividende ↑ | – | + | – | + |
| Dividende ↓ | + | – | + | – |