Question
A stock is trading at $ 100. A three-month European put option with a strike of $ 98 costs $ 8.001 and has a theta
A stock is trading at $ 100. A three-month European put option with a strike of $ 98 costs $ 8.001 and has a theta of -8.087.
Everything else held constant, after 10 trading days (about 0.04 years), you expect the put price to be worth:
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Financial Accounting An Introduction To Concepts Methods And Uses
Authors: Clyde P. Stickney, Roman L. Weil
9th Edition
0030259622, 978-0030259623
