Question
Which of the following options (they all have the same expiry) have the largest vega when the underlying stock is currently trading at $80? Question
Which of the following options (they all have the same expiry) have the largest vega when the underlying stock is currently trading at $80?
Question 3 options:
| Put option on a $100 strike price | |
| Call option on a $120 strike price | |
| Put option on a $60 strike price | |
| Call option on a $80 strike price | |
| Put option on a $120 strike price |
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley Eakins
6th International Edition
0321552113, 9780321552112
