Multiple Choice
Which of the following is true for a call option on a non-dividend-paying stock when the stock's price equals the strike price?
A) It has a delta of 0.5
B) It has a delta less than 0.5
C) It has a delta greater than 0.5
D) Delta can be greater than or less than 0.5
Correct Answer:
Verified
Correct Answer:
Verified
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