The Delta of a Call Measures

question 12

Multiple Choice

The delta of a call measures:

• A)the change in the ending share value.
• B)the change in the ending option value.
• C)the swing in the price of the call relative to the swing in share price.
• D)the ratio of the change in the exercise price to the change in the share price.
• E)None of the above.

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Definitions:

Underprosecuted

Refers to instances where legal actions or criminal prosecutions are insufficiently pursued or carried out.

Underconvicted

The term refers to situations where individuals who commit crimes receive lighter sentences than the severity of their actions warrants, or are not convicted at all.

Powerful

Having great power, strength, influence, or authority over others or situations.

Sentenced to Death

The legal punishment of execution administered to an individual convicted of a capital crime.