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?
Chapter14: Security Structures And Determining Enterprise Values
Section14.4: Warrants And Options
Problem 3CC
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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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