Question
Consider a call option on a non-dividend-paying stock where the stock price is $49, the strike price is $57, the risk-free rate is 0.08 as
Consider a call option on a non-dividend-paying stock where the stock price is $49, the strike price is $57, the risk-free rate is 0.08 as a decimal, the volatility is 0.3 as a decimal, and the time to maturity is 0.4 years. What is the options vega?
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Business And Personal Finance
Authors: McGraw-Hill
1st Edition
0078945801, 9780078945809
