Consider a bull spread where you buy a $40-strike call and

Consider a bull spread where you buy a $40-strike call and sell a $40-strike call, suppose σ = 0.30, r = 0.08, T = 0.5.
a. Suppose S0 = $40. Please use the Black-Scholes formula to obtain the delta, gamma, vega, and theta for the spread.
b. Suppose S0 = $45. What are delta, gamma, vega, and theta? 

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Consider a bull spread where you buy a $40-strike call and sell a $40-strike call, suppose = 0.30, r = 0.08, T = 0. Suppose S0 = $40. was first posted on May 23, 2023 at 9:14 pm.©2019 "Urgent Nursing Help". Use of this feed is for personal non-commercial use only. If you are not reading this article in your feed reader, then the site is guilty of copyright infringement. Please contact me at [email protected]