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Title: What is the delta on a $20 strike call? Assume S = $22.00, σ = 0.30, r = 0.05, the stock pays a ... Post by: elf_fu on Jul 6, 2017 What is the delta on a $20 strike call? Assume S = $22.00, σ = 0.30, r = 0.05, the stock pays a 1.0% continuous dividend and the option expires in 80 days?
A) 0.790 B) 0.820 C) 0.850 D) 0.880 Title: Re: What is the delta on a $20 strike call? Assume S = $22.00, σ = 0.30, r = 0.05, the stock pays a ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: What is the delta on a $20 strike call? Assume S = $22.00, σ = 0.30, r = 0.05, the stock pays a ... Post by: elf_fu on Sep 13, 2017 Thank you phuongha2892
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