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How do you calculate in excel? Suppose a stock is trading for $125 a share. There is a call option with a delta of ..5577

How do you calculate in excel?

Suppose a stock is trading for $125 a share. There is a call option with a delta of ..5577 that has a premium of $5.23

If the stock drops to $122 a share, what will be the new option premium price?

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