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Twitter stock is currently trading at $55.00 per share. A Twitter call option costs $5.00, and you calculate the option's Delta (hedge ratio) to be
Twitter stock is currently trading at $55.00 per share. A Twitter call option costs $5.00, and you calculate the option's Delta (hedge ratio) to be 0.40. If Twitter stock price increases by 10%, how much (in %) will the value of the call option increase?
110%
not enough information to answer
44%
10%
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Bond Markets Analysis And Strategies
Authors: Frank J. Fabozzi
4th Edition
0130402664, 9780130402660
