The Current Stock Price Is $50, and a Put Is $- 0.42858$

question 22

Multiple Choice

The current stock price is $50, and a put is priced at $3.59201. If the stock rises to $50.10, the price of the put will be $3.549152 and if the stock drops to $49.90, the price of the put will be $3.635261. What is the best estimate of the delta of the put?

• A) \(- 0.42858\)
• B) \(- 0.43251\)
• C) \(- 0.43055\)
• D) Cannot be calculated from the given data.

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Definitions:

Grade Filter

A feature or tool used to sort or classify data, often educational grades, based on specified criteria or standards.

Sort A to Z

A function in data management and spreadsheet software that arranges data in ascending alphabetical or numerical order.

Number Filters

Features in data analysis and spreadsheet software that allow users to filter data sets based on numerical criteria, such as greater than, less than, or within a specific range.

VLOOKUP

A function in spreadsheet applications that searches for a value in the first column of a table array and returns a value in the same row from a specified column.