Question
1. A XYZ 50 Call is trading at 3.50 and the delta of the call is 0.80. If XYZ trades from 52.00 to 52.50 what
1. A XYZ 50 Call is trading at 3.50 and the delta of the call is 0.80. If XYZ trades from 52.00 to 52.50 what would we expect the new price of the XYZ 50 Call to be?
2. A XYZ 35 Put is trading at 00 and the delta of the put is -0.50. If XYZ trades from 35.00 to 36.00 what would we expect the new price of the XYZ 35 Put to be?
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Principles Of Cost Accounting
Authors: Edward J. Vanderbeck
15th Edition
978-0840037039, 0840037031
