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Option price is 10$, underlying price is 100$.
Option greeks:
- Delta: 0.5
- Gamma: 0.1
- Vega: 0.5 - per percentage point of volatility, not decimal (i.e. 1% increase would be 1 not 0.01)
Stock price decreases by 5$ and volatility decreases from 20% to 10%. What should be option price? Use all available greeks for Taylor approximation.
Round your answer to two decimal points.
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