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Below are the Greeks for a call option Price 17.78836 Delta 0.4655 Gamma 0.00749 Theta -92.9113 Vega 70.2602 Rho 26.8723 How much will the call
Below are the Greeks for a call option
Price 17.78836
Delta 0.4655
Gamma 0.00749
Theta -92.9113
Vega 70.2602
Rho 26.8723
How much will the call premium change if the volatility increases by 10 percentage points?
Rounded it to two decimals
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