During the last ten minutes of trading, call options on Commart Inc. common stock have risen from $1.20 to $1.60. Shares of the underlying stock have risen from $51.30 to $52.05 during the same time interval. Calculate the delta of the call option.

Essentials Of Business Analytics
1st Edition
ISBN:9781285187273
Author:Camm, Jeff.
Publisher:Camm, Jeff.
Chapter11: Monte Carlo Simulation
Section: Chapter Questions
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During the last ten minutes of trading, call options on Commart Inc. common stock
have risen from $1.20 to $1.60. Shares of the underlying stock have risen from $51.30
to $52.05 during the same time interval. Calculate the delta of the call option.
Transcribed Image Text:During the last ten minutes of trading, call options on Commart Inc. common stock have risen from $1.20 to $1.60. Shares of the underlying stock have risen from $51.30 to $52.05 during the same time interval. Calculate the delta of the call option.
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