Consider a call option on a non$-$dividend paying stock where the stock price is $ $49,$ the strike price is

$$50,$ the risk$-$free rate is $5\%,$ the time to maturity is $0\mathrm{.}3846$ years and the volatility is $20\%.$ Calculate:

a$.$ The delta of the call option

b$.$ Interpret the results

c$.$ Calculate the delta of the corresponding put

Consider a call option on a non$-$dividend paying stock where the stock price is $ $49,$ the strike price is

$$50,$ the risk$-$free rate is $5\%,$ the time to maturity is $0\mathrm{.}3846$ years and the volatility is $20\%.$ Calculate:

a$.$ The gamma of the call option

b$.$ Interpret the results

c$.$ Calculate the gamma of the corresponding put

Consider a call option on a non$-$dividend paying stock where the stock price is $ $49,$ the strike price is

$$50,$ the risk$-$free rate is $5\%,$ the time to maturity is $0\mathrm{.}3846$ years and the volatility is $20\%.$ Calculate:

a$.$ The Vega of the call option

b$.$ Interpret the results

c$.$ Calculate the Vega of the corresponding put

Consider a call option on a non$-$dividend paying stock where the stock price is $ $49,$ the strike price is

$$50,$ the risk$-$free rate is $5\%,$ the time to maturity is $0\mathrm{.}3846$ years and the volatility is $20\%.$ Calculate:

a$.$ The Theta of the call option

b$.$ Interpret the results

c$.$ Calculate the Theta of the corresponding put

Consider a call option on a non$-$dividend paying stock where the stock price is $ $49,$ the strike price is

$$50,$ the risk$-$free rate is $5\%,$ the time to maturity is $0\mathrm{.}3846$ years and the volatility is $20\%.$ Calculate:

a$.$ The Rho of the call option

b$.$ Interpret the results

c$.$ Calculate the Rho of the corresponding put