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The delta of a put is -0.43. If the price of the underlying stock increases from $40 to $44, the price of the put option:
- The delta of a put is -0.43. If the price of the underlying stock increases from $40 to $44, the price of the put option:
- Increases by approximately 4.3%.
- Decreases by approximately 4.3%.
- Decreases by approximately $1.72.
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Governing Global Finance
Authors: Michele Fratianni, Paolo Savona
1st Edition
1138742147, 978-1138742147
