Assume you have a long position in 7 American call stock option contracts. The current option price

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Assume you have a long position in 7 American call stock option contracts. The current option price is 3.21, the current stock price is $65, and the Delta of the option is 0.71.

What would be your estimate for the price of the call, if the stock price increases by $1.8?

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Introduction to Corporate Finance What Companies Do

ISBN: 978-1111222284

3rd edition

Authors: John Graham, Scott Smart

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Posted Date: Sep 16, 2023 03:17 AM

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Assume you have a long position in 7 American call stock option contracts. The current option price

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Introduction to Corporate Finance What Companies Do

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