– Glossary
Black-Scholes formula
This version of the option pricing model is used most often in the standardized pricing on the floors of the various options exchanges. It factors in the current stock price, strike price, time until expiration, level of interest rates, any dividends, and the volatility of the underlying security. Two of the creators of the Black-Scholes model won a Nobel Prize in 1997 for pioneering a new method to value options and other derivatives.
|
|
 |
|---|
Mega Trader FX Ltd. does not offer services to US Residents.
CFD's are leveraged products. Trading in CFD's related to foreign exchange, commodities, financial indices and other underlying variables carry a high level of risk and can result in the loss of all of your investment. As such, CFD's may not be suitable for all investors. You should not invest money that you cannot afford to lose. Before deciding to trade, you should become aware of all the risks associated with CFD trading and seek advice from an independent and suitably licensed financial advisor. Under no circumstances shall Mega Trader FX Ltd have any liability to any person or entity for (a) any loss or damage in whole or in part caused by, resulting from, or relating to any transactions related to CFD's or (b) any direct, indirect, special, consequential or incidental damages whatsoever. Past performance pertaining to trading in CFD's related to foreign exchange, commodities, financial indices and other underlying variables is not a reliable indicator of future performance. Content on any websites operated by Mega Trader FX Ltd does not contain advice or recommendations by or on behalf of Mega Trader FX Ltd. The information on this website is not targeted at the general public of any particular country. It is not intended for distribution to residents in any country where such distribution or use would contravene any local law or regulatory requirement.
Bonus offers are correct as listed on the Mega Trader FX website and may differ from those advertised on 3rd party websites.
