Postgraduate certificate Equity Options Premium Sensitivity

When developing and executing a financial projection model, there is a high degree of anxiety involved. Therefore, only at the right time will it be known whether the objectives were well thought out and correct at the time they were developed, and also whether the hypotheses used were the right ones. Accordingly, companies are in constant search of specialists who have the latest tools and can bring this type of projects to fruition. In this way, this academic program has been created, which will provide exclusive material from the financial sector related to complementary interpretations of the Delta concept. This will be supported by audiovisual content that will give dynamism to the program and with the flexibility of the 100% online format.

University certificate

duration

6 weeks

Modality

Online

Schedule

At your own pace

Exams

Online

start date

Credits

6 ECTS

financing up to

3 months

Price(first year)

See price

The world's largest school of business”

Syllabus

The Postgraduate certificate in Premium Sensitivity of Equity Options is an academic program that focuses deeply on the risks that convexity causes in options close to the money. In this sense, this program is oriented in a broadly theoretical-practical line, accompanied by the experience and great wisdom of a specialized and supremely specialized team.

A syllabus developed by a professional team specialized in Equity Options Premium Sensitivity with which you will reach the most ambitious goals in the work field"

Syllabus

This program integrates 6 weeks of extensive learning, where TECH through a high quality education, will help the graduate to reach the top in professional fields. Likewise, the student will have the possibility of reaching more desirable positions in the financial sector, where they will face the various challenges that revolve around the area of Trading. Therefore, this program offers a variety of competencies associated with the management of Theta for the options buyer.

In this sense, the teaching team has designed a highly prestigious syllabus that incorporates 1 module, with the purpose of contributing to the graduate with vast skills related to the magnitude of the gamma effect as a function of the time to maturity.

In this way, the students of this program will delve into the beneficial effect for the seller as opposed to Gamma. As a result, the professional will become one of the best specialists in the variation of the put option premium as a function of the price of the underlying asset.

On the other hand, TECH manages efficiency and excellence in the most optimal way, so this program offers the most complete and top level educational update, positioning its students with the best academic standards at the end of the course. The students will only need an electronic device with Internet coverage and in this way, they will easily access the virtual platform from the comfort of wherever they are.

This Postgraduate certificate is developed over 6 weeks consists of 1 module:

Module 1. Equity Options Premium Sensitivity

Where, When and How is it Taught?

TECH offers students the opportunity to take this Postgraduate certificate in Equity Options Premium Sensitivity entirely online. During the 6 weeks of the specialization, the student will be able to access all the contents of this program at any time, which will allow the students to self-manage their study time.

Module 1. Equity Options Premium Sensitivity

1.1. Intrinsic Value of an Option

1.1.1. In-The-Money Options or Options with Positive Intrinsic Value
1.1.2. At-The-Money Options
1.1.3. Out:-The-Money Options

1.2. Temporal Value of an Option

1.2.1. Incidence of Volatility
1.2.2. Incidence of Time to Maturity
1.2.3. Joint Impact of Both Elements

1.3. The Delta of a Call Option

1.3.1. Change in Call Option Premium as a Function of Underlying Price
1.3.2. Importance of the Chosen Strike
1.3.3. Option Seller's Perspective

1.4. Delta of a Put Option

1.4.1. Change in Put Option Premium as a Function of Underlying Price
1.4.2. Importance of the Chosen Strike
1.4.3. Option Seller's Perspective

1.5. Complementary Interpretations of the Delta Concept

1.5.1. Equivalent Underlying Asset Amount
1.5.2. Probability of Maturity of the Option with Intrinsic Value
1.5.3. Calculation of the Delta of a Basic Combination of Options

1.6. Option Gamma from the Option Buyer's Perspective

1.6.1. Convexity and Its Benefit to the Option Buyer
1.6.2. Magnitude of the Gamma Effect as a Function of Option Type
1.6.3. Magnitude of the Gamma Effect as a Function of Time to Maturity

1.7. Option Gamma from the Option Seller's Perspective

1.7.1. Risks that Convexity Causes to the Buyer of an Option
1.7.2. Risks Caused by Convexity in Near-Money Options
1.7.3. Risks Caused by Convexity in Options Close to Maturity

1.8. The Vega of Options

1.8.1. Impact of Volatility on the Options Premium
1.8.2. Volatility Risks for Option Buyers
1.8.3. Volatility Risks for Option Sellers

1.9. The Theta of Options

1.9.1. Beneficial Effect on the Seller as Opposed to Gamma
1.9.2. The Magnitude of the Gamma Effect as a Function of Option Type
1.9.3. Theta Management for the Options Buyer

1.10. Other Effects on the Options Premium

1.10.1. Dividend Effect on Stock Options
1.10.2. Effect of Interest Rates
1.10.3. Effect of Time to Maturity on Gamma and Theta

The teaching materials of this program, elaborated by these specialists, have contents that are completely applicable to your professional experiences”

Teaching Objectives

This university program will provide students with the latest updates on the Gamma of options from the perspective of the option buyer in the area of Finance. In this way, TECH will provide the graduate with diverse didactic tools and competencies related to the incidence of time to maturity. Likewise, at the end of this program, the professional will have acquired knowledge regarding the probability of maturity of the option with intrinsic value.

With this program you will develop specialized knowledge in the effect of time to maturity on Gamma and Theta”

TECH makes the goals of their students their own goals too
Working together to achieve them

This Postgraduate certificate in Equity Options Premium Sensitivity will enable the student to:

Analyze the financial derivatives markets, from their origins in forward transactions to the present day, given that millions of transactions take place every day and involve large equivalent amounts of capital
Delve into the principles of equity investing, with special emphasis on the two key elements of return and risk
Delve deeper into the characteristics of trading platforms and derivative contracts in international markets
Determine and compare the management of these expectations with combined option figures
Differentiate the risks that are inherent in strategies to exploit bullish versus bearish volatility expectations
Examine the possibilities offered by calendar combinations between bought and sold options with different maturities
Analyze and compare the different possibilities of option combinations to progressively improve portfolio performance
Examine the possibilities offered by combinations of put and call options with different maturities to improve portfolio performance
Detail the particularities of the most common exotic choices
Compare the results of each exotic option to improve the return-risk ratio of the equity investment

Postgraduate Certificate in Equity Options Premium Sensitivity

Are you looking to boost your skills and take your knowledge to the next level? Immerse yourself in a universe of specialized knowledge with the Postgraduate Certificate in Equity Options Premium Sensitivity, offered by the prestigious TECH Business School Technological University. Would you like to learn from the best in the field? This program, taught in online mode, was meticulously designed to give you access to an elite teaching team made up of professionals with extensive experience in the financial field. By enrolling in this Postgraduate Certificate, you will acquire crucial skills in equity options analysis. In addition, you will explore the complexities of the market and understand how option premium sensitivity can influence financial strategies. This acquired knowledge will enable you to make more informed decisions in the investment world.

We will also teach you how to make more informed decisions in the investment world.

Strengthen your skills with the best online university in the world

Would you like to be part of an academic community committed to excellence? TECH offers you more than a Postgraduate Certificate; it offers you a transformative educational experience. In this program, you will not only gain theoretical knowledge, but also develop practical skills that are directly applicable in the professional environment. Upon successful completion of each module, you will receive an internationally recognized certificate to endorse the experience you have gained. This certificate will open doors in the financial world, you will be able to dabble in investment analysis, contributing to informed decision making in investment portfolios, and you will also be qualified for roles in financial consulting, advising companies on optimal strategies in the equity market. Here, we are committed to your academic and professional success. Are you ready to take the next step in your career? Join the Postgraduate Certificate in Equity Options Premium Sensitivity Postgraduate Certificate and discover the impact you can have in the investment world.

We're committed to your academic and professional success.