You are already an expert in options. You are evaluating a call option on ZM with 167 days to expiration. ZM stocks are

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

You are already an expert in options. You are evaluating a call option on ZM with 167 days to expiration. ZM stocks are

Post by answerhappygod »

You Are Already An Expert In Options You Are Evaluating A Call Option On Zm With 167 Days To Expiration Zm Stocks Are 1
You Are Already An Expert In Options You Are Evaluating A Call Option On Zm With 167 Days To Expiration Zm Stocks Are 1 (31.43 KiB) Viewed 55 times
You are already an expert in options. You are evaluating a call option on ZM with 167 days to expiration. ZM stocks are trading today at $626 and you already know that d1 is 2. You are concerned that fluctuations in the volatility of the underlying stock may have an impact the call price. What is the vega of this option? Hint: Remember you must plug the days on an annual basis in the formula (ie. 35 days - 35/365 = 0.0959 years) Please round your answer to the nearest four decimals if needed Click on the arrow next to the file below. Next, create a new sheet in the Respondus LockDown Browser spreadsheet. You can use this blank spreadsheet to calculate the answer. Make the column you are using as wide as possible. Otherwise, you might be seeing only the last decimals. Click to open:
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”