Question
Si tuviera una posicin larga en 100 acciones de XYZ, una opcin de compra XYZ con un delta de 0,6 y una opcin de venta
Si tuviera una posicin larga en 100 acciones de XYZ, una opcin de compra XYZ con un delta de 0,6 y una opcin de venta XYZ con un delta de -0,5, cul es el delta de su cartera (todas las opciones controlan 100 acciones)?
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Corporate Finance Reader
Authors: Robert W. Kolb
2nd Edition
1878975536, 978-1878975539
