Vanilla Options:

The Vanilla Option is a contract to buy or sell an underlying asset between two parties. The counterparties of the option contract is 'the option buyer (holder)' and 'the option seller'. The option holder buys the right to 'buy' or 'sell' the underlying asset by a certain date for a certain price (strike price) . A call option gives the holder to buy the underlying asset and a put option gives the holder to sell the underlying. The date is known as the expiry date or maturity. If the option is exercised, then the date that the transaction will be realized is known as the delivery date. While American options can be exercised at any time up to expiry, European options can be exercised only on the expiration date. The option type priced in the calculator is European type Vanilla option. In vanilla option there is no criteria for the option buyer to exercise the option.
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