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Show the impact increase / decrease of the following changes in the premium of a short call option by the help of BS formula. -
Show the impact increasedecrease of the following changes in the premium of a short call option by the help of BS formula.
Increase in spot price above the strike price
Decrease in exercise price
Increase in volatility
Decrease in interest rate
Decrease in time to expiration
while keeping other variables constant.
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