A call option's vega is 20.22 and its current premium is 32.17. What is your best estimate

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A call option's vega is 20.22 and its current premium is 32.17. What is your best estimate for the new call premium.

If the market's expected volatility drops by 5 percentage points?

Related Book For answer-question

Financial Reporting Financial Statement Analysis and Valuation a strategic perspective

ISBN: 978-1285190907

8th edition

Authors: James M. Wahlen, Stephen P. Baginski, Mark Bradshaw

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Posted Date: Jun 15, 2023 06:46 AM

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A call option's vega is 20.22 and its current premium is 32.17. What is your best estimate

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Financial Reporting Financial Statement Analysis and Valuation a strategic perspective

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