Assume S = $62.50, ? = 0.20, r = 0.03, div = 0.0, on a $60 strike call and 81 days until expiration
Given a delta = 0.7092, gamma = 0.0582, and theta = -0.0158, what is the PREDICTED call price, using the delta, gamma, theta approach, after 1 day, assuming a $0.50 rise in the stock price?
A) $4.364
B) $4.376
C) $4.390
D) $4.392
B
Business
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Which of the following statements is false?
a. An option binds the optionor to performance. b. An option binds the optionee to performance. c. An option does not conveys title to the property. d. None of the above.
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Indicate whether the statement is true or false
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