What will be the changes in the option prices after two days, Finance Basics

+44 141 628 6080
[email protected]

What will be the changes in the option prices after two days

Problem

What are option greeks, explain each of them with the help of suitable examples An option is trading at Rs 50, with delta of +0.40, vega of 6, theta of 10 and gamma of 0.2. After 2 days the spot prices of has moved up by 200 points but the volatility of Call and Put options has been increased by 1% each. What will be the changes in the option prices after 2 days?

Request for Solution File

Ask an Expert for Answer!!

Finance Basics: What will be the changes in the option prices after two days

Reference No:- TGS03336560

Expected delivery within 24 Hours

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Recent Questions Asked Finance Basics

Q : How does fukuzawa describe civilization

1. How does Fukuzawa describe civilization? 2. What does he think should be the future of China, Japan, and Korea?

Q : What is the value of a share of common stock today

Suppose Nabisco Corporation just issued a dividend. If the required rate of return for this stock is 15.14%, what is the value of a share of common stock today?

Q : Compose an essay using kafkas metamorphosis

Make sure that you have a clear thesis statement that gives your perspective on one of the following: character, theme, imagery, or symbolism

Q : How would you weight a capm optimal portfolio

How would you weight a CAPM optimal portfolio that has the same standard deviation as the portfolio you were offered?

Q : What will be the changes in the option prices after two days

What are option greeks, explain each of them with the help of suitable examples. What will be the changes in the option prices after 2 days?

Q : Problem based on the cold war

At the start of the Cold War when the US used its force against the Soviets, it was already apparent that there was an abundance of oil in the Middle East

Q : How cities are changing socially and economically

Discuss how these cities are changing socially and economically with immigration referring to "Immigrant Enclaves" or "Ethnic Enclaves"

Q : Why is it valuable to know native history prior to columbus

Why is it valuable to know Native history prior to Columbus? Use evidence from lectures, overheads, and readings. Incorporate into your answer ways that:

Q : Structure of scientific revolutions

Kuhn in the opening paragraph of the 10th chapter of his book The Structure of Scientific Revolutions writes "when paradigms change,

1938178

Questions
Asked

3,689

Active Tutors

1417466

Questions
Answered

Start Excelling in your courses, Ask a tutor for help and get answers for your problems !!

ask Question

Asked Questions

Compare critical feminist theory and power-control theory

Compose a paper that compares and contrasts critical feminist theory and power-control theory as forms of gendered criminology. Your paper should:

Which are forms of media bias

Question: Which of the following are forms of media bias? (Select all that apply)

How are schools important in the struggle for power

Question: How are schools important in the struggle for power and status?

Discussion about idea of the tramp stamp

Jane is doing a study about tattoos. She is interested in studying the idea of the "tramp stamp" (a tattoo in the small of a woman's back).

Which is a criticism of marxist/conflict theories

Question: Which of the following is a criticism of Marxist/conflict theories? Group of answer choices

How coastlines are vulnerable to multiple climate change

Even though are coastlines are very vulnerable to multiple climate change impacts, the good news is that because most of our urban settlements

What is meant by indigenismo

Question: What is meant by indigenismo (Keywords in Week 2)? What is las cronicas de castas (Cope)?