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Title: Assume S = $45, σ = 0.25, r = 0.05, div = 0.0, on a 45 strike call and 55 days until expiration. ... Post by: elf_fu on Jul 6, 2017 Assume S = $45, σ = 0.25, r = 0.05, div = 0.0, on a 45 strike call and 55 days until expiration. Given delta = 0.5502 and gamma = 0.0876, what is the delta-gamma approximation for the call price on a $0.90 stock price decline?
A) $1.35 B) $1.45 C) $1.55 D) $1.65 Title: Re: Assume S = $45, σ = 0.25, r = 0.05, div = 0.0, on a 45 strike call and 55 days until ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: Assume S = $45, σ = 0.25, r = 0.05, div = 0.0, on a 45 strike call and 55 days until expiration. ... Post by: elf_fu on Sep 13, 2017 Thank you :heart:
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