Index of [finpko.ku.edu]
d. The option delta can be defined as the spread of the possible option prices divided by the spread of the possible asset prices. We need to calculate the value of the option at T=0.5 to get the delta at time T=0. Option Value if Upward Movement: [0.7764 * ($274.15 - $180) + (1-0.7764)*($200 - … ................
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