Calculate the delta of money european call option
Assignment:
Calculate the delta of an at-the-money six-month European call option on a non-dividend-paying stock when the risk-free interest rate is 10% per annum and the stock price volatility is 25% per annum.
Expected delivery within 24 Hours
That a call option with an exercise price of $25 is created synthetically using a continually changing position in the stock.
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Calculate the delta of an at-the-money six-month European call option on a non-dividend-paying stock when the risk-free interest rate is 10% per annum.
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