Question
Please show how to calculate in excel. Suppose a stock is trading for $75 a share. There is a put option with a delta of
Please show how to calculate in excel.
Suppose a stock is trading for $75 a share. There is a put option with a delta of -.4514 that has a premium of $6.55.
If the stock drops to $70 a share, what will be the new option premium price?
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Modern Equity Investing Strategies
Authors: Anatoly B Schmidt
1st Edition
9811239495, 978-9811239496
