Multiple Choice
The delta of a call option is 0.6.The current price of the call is $5 and that of a put at the same strike is $4,and the stock is at $100.What is the approximate price of the put if the stock price increases to $100.50?
A) $3.60
B) $3.80
C) $4.20
D) $4.50
Correct Answer:

Verified
Correct Answer:
Verified
Related Questions
Q25: A stock is trading at $20.A one-month
Q26: A stock is trading at $20.A
Q27: You hold a portfolio of a long
Q28: Which of the following statements is true?
Q29: The vega of a _ is highest
Q31: Theta is always negative except possibly for
Q32: The gamma of a put is typically
Q33: The current price of a call is
Q34: Which of the following is NOT valid
Q35: You expect a sizable jump in the