The value of an option is $5.64, its theta is 0.03. What will be the expected price of the option on the following day if the price of the underlying stock does not change?
The value of an option is $5.64, its theta is 0.03. What will be the expected price of the option on the following day if the price of the underlying stock does not change?
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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The value of an option is $5.64, its theta is 0.03. What will be the expected price of the option on the following day if the price of the underlying stock does not change?
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