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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Definitions:

Coercive Power

A form of authority that relies on the fear of negative results from failing to comply, often involving threats or punitive measures.

Network Interactions

The dynamic exchanges and communications that occur within a network of individuals or organizations.

Exchanges

Platforms or scenarios where goods, services, or ideas are traded between parties.

Ties

Connections or relationships between individuals or entities that facilitate social, professional, or academic interactions.