Question
Consider this scenario: A bull spread where you buy a 40-strike call and sell a 45-strike call. In addition, ? = 0.30, r = 0.08,
Consider this scenario: A bull spread where you buy a 40-strike call and sell a 45-strike call. In addition, ? = 0.30, r = 0.08, ?= 0, and T = 0.5. Calculate the following:
a. Delta, gamma, vega, theta, and rho if S= $40.
b. Delta, gamma, vega, theta, and rho if S= $45.
c. Are any of your answers to (a) and (b) different? If so, state the reason.
****PLEASE LET ME KNOW HOW TO CALCULATE THE BULL SPREAD IN EXCEL*****
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Elements Of Chemical Reaction Engineering
Authors: H. Fogler
6th Edition
013548622X, 978-0135486221
