Which of the following is true?

A. The delta of a European put equals minus the delta of a European call
B. The delta of a European put equals the delta of a European call
C. The gamma of a European put equals minus the gamma of a European call
D. The gamma of a European put equals the gamma of a European call

D

The delta of a put on a non-dividend-paying stock equals the delta of the call minus one. The gamma of a put equals the gamma of call even when there are dividends.

Business

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