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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
Posted: Mon Apr 25, 2022 8:53 am
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 (190.83 KiB) Viewed 53 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