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18.Which of the following describes delta?
A.The ratio of the option price to the stock price
B.The ratio of the stock price to the option price
C.The ratio of a change in the option price to the corresponding change in the stock price
D.The ratio of a change in the stock price to the corresponding change in the option price
A.The ratio of the option price to the stock price
B.The ratio of the stock price to the option price
C.The ratio of a change in the option price to the corresponding change in the stock price
D.The ratio of a change in the stock price to the corresponding change in the option price
Answer: C
Delta is f/S where S is a small change in the stock price (with nothing else changing) and f is the corresponding change in the option price.
Delta is f/S where S is a small change in the stock price (with nothing else changing) and f is the corresponding change in the option price.
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015