According to the Black-Scholes model, when the expiration date is extended, it results in a decrease in the value of a call option.

Name: According to the Black-Scholes model, when the expiration date is extended, it results in a decrease in the value of a call option.
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According to the Black-Scholes model, extending the expiration date of a call option generally increases its value because it gives the underlying asset more time to potentially increase in price, which benefits the call option holder.

According to the Black-Scholes Model, When the Expiration Date Is