Q8. The Greeks of a given call are Delta Gamma Vega = .7 = .45 = .0125 8.1 Employing this call and the put on the same u

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

Q8. The Greeks of a given call are Delta Gamma Vega = .7 = .45 = .0125 8.1 Employing this call and the put on the same u

Post by answerhappygod »

Q8 The Greeks Of A Given Call Are Delta Gamma Vega 7 45 0125 8 1 Employing This Call And The Put On The Same U 1
Q8 The Greeks Of A Given Call Are Delta Gamma Vega 7 45 0125 8 1 Employing This Call And The Put On The Same U 1 (190.83 KiB) Viewed 46 times
Q8. The Greeks of a given call are Delta Gamma Vega = .7 = .45 = .0125 8.1 Employing this call and the put on the same underlying stock and with the same K and T as the call, trader JD creates the following position: Short 2 calls and Long 3 puts. Calculate the Delta, Gamma and Vega of JD's position. 8.2 Calculate the number od share of the underlying stock that will create a Delta-neutral portfolio with JD's position in 8.1
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”