subject
Business, 25.03.2020 06:56 morenodonaldo762

We have 10 option contracts (1 option contract = 100 shares) in Tesla that currently have a delta of .55, but due to Gamma, if we moved 1% upwards, would have a new delta of .78. If we were to hedge for a +1% move upward, what would our current net delta shares be?

ansver
Answers: 3

Other questions on the subject: Business

image
Business, 21.06.2019 18:20, kierafisher05
James sebenius, in his harvard business review article: six habits of merely effective negotiators, identifies six mistakes that negotiators make that keep them from solving the right problem. identify which mistake is being described. striving for a “win-win” agreement results in differences being overlooked that may result in joint gains.
Answers: 2
image
Business, 22.06.2019 11:20, andrea1704
Aborrower takes out a 30-year adjustable rate mortgage loan for $200,000 with monthly payments. the first two years of the loan have a "teaser" rate of 4%, after that, the rate can reset with a 5% annual payment cap. on the reset date, the composite rate is 6%. what would the year 3 monthly payment be?
Answers: 3
image
Business, 22.06.2019 16:40, kat1191
Job applications give employers uniform information for all employees, making it easier to
Answers: 1
image
Business, 22.06.2019 19:00, EllaSue
Lucy is catering an important luncheon and wants to make sure her bisque has the perfect consistency. for her bisque to turn out right, it should have the consistency of a. cold heavy cream. b. warm milk. c. foie gras. d. thick oatmeal.
Answers: 3
You know the right answer?
We have 10 option contracts (1 option contract = 100 shares) in Tesla that currently have a delta of...

Questions in other subjects:

Konu
Mathematics, 26.02.2021 23:10