M3-64 Module 3: Riski neutral Valuation in Continuous-tittie Lesson 3: Greeks Letters and city Properties...
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M3-64 Module 3: Riski neutral Valuation in Continuous-tittie Lesson 3: Greeks Letters and city Properties of Elasticity of Calls and Puts For a call, 0 2 1. This means that a call is a levered investment in the underlying stock und is always riskier than the stock. For a put, 22 50. This occurs because ASO. For both call and put, the magnitude of increases with the time to expiration For both call and put, the magnitude of increases when the option becomes in-the-money. Explain why 3? M3-64 Module 3: Riski neutral Valuation in Continuous-tittie Lesson 3: Greeks Letters and city Properties of Elasticity of Calls and Puts For a call, 0 2 1. This means that a call is a levered investment in the underlying stock und is always riskier than the stock. For a put, 22 50. This occurs because ASO. For both call and put, the magnitude of increases with the time to expiration For both call and put, the magnitude of increases when the option becomes in-the-money. Explain why 3
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