Delta Measures the Dollar Impact of a Change in Which

question 49

Multiple Choice

Delta measures the dollar impact of a change in which one of the following on the value of a stock option?

• A)volatility of the underlying stock price
• B)risk-free interest rate
• C)underlying stock price
• D)option strike price
• E)time to maturity

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Definitions:

Braces

Punctuation characters "{" and "}" used in programming to define the beginning and end of blocks of code, such as functions or control structures.

Block Of Statements

A group of statements enclosed by brackets or delimited in some way that are executed together.

Selection Statement

Part of programming languages used to decide which actions to execute based on whether a condition is true or false, commonly seen as if-else or switch statements.

Arithmetic Expression

A combination of operands (variables, literal values, or function returns) and arithmetic operators that evaluates to a numeric value.