The Delta of a Call Option Is 0

question 30

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

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