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The Delta of a Call Option Is 0

question 16

Multiple Choice

The delta of a call option is 0.6. The current price of the call is $5 and the stock is at $100. What is the approximate price of the call if the stock price increases to $100.50?


Definitions:

Different Skills

A variety of abilities and competencies required to perform various tasks or jobs effectively.

Median

The central figure within a dataset once all values have been ordered from lowest to highest or vice versa.

Set of Data

A collection of numbers, measurements, or observations collected for reference or analysis in a study or experiment.

Median

The middle value in a data set when the values are arranged in ascending or descending order, or the average of the two middle values when there is an even number of values.

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