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What is the Delta on a PUT option with the following characteristics: Stock price = $52.00 Strike price = $45.00 Days until expiration = 60
What is the Delta on a PUT option with the following characteristics:
- Stock price = $52.00
- Strike price = $45.00
- Days until expiration = 60
- Risk free rate = 2%
- Volatility = .55
| A. | .7807 | |
| B. | -.7807 | |
| C. | .2193 | |
| D. | -.2193 |
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Capital Failure Rebuilding Trust In Financial Services
Authors: Nicholas Morris , David Vines
1st Edition
0198712227,019102077X
