If the delta of a European call is 0.6, what is the delta of the European put

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If the delta of a European call is 0.6, what is the delta of the European put for the same strike and maturity?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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If the delta of a European call is 0.6, what is the delta of the European put

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Derivatives Principles And Practice

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