Multiple Choice
Assume that a $60 strike call has a 2.0% continuous dividend,r = 0.05,and the stock price is $61.00.What is the theta of the option as the expiration time declines from 60 to 50 days?
A) -0.52
B) -0.42
C) -0.32
D) -0.22
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q8: What is the price of a $30
Q9: Draw a payoff diagram for a long
Q10: Assume that a $50 strike call has
Q11: What unique feature about perpetual options makes
Q12: What is the price of a $25
Q14: Suppose the 120-day futures price on crude
Q15: What is the delta on a $25
Q16: What is the price of a $35
Q17: What is the difference between implied volatility
Q18: What is the difference between a standard