subject
Business, 25.03.2020 06:56 morenodonaldo762

We have 10 option contracts (1 option contract = 100 shares) in Tesla that currently have a delta of .55, but due to Gamma, if we moved 1% upwards, would have a new delta of .78. If we were to hedge for a +1% move upward, what would our current net delta shares be?

ansver
Answers: 3

Another question on Business

question
Business, 22.06.2019 14:30
Which of the following is an example of a positive externality? a. promoting generic drugs would benefit people. b. a lower inflation rate would benefit most consumers. c. compulsory flu shots for all students prevents the spread of illness in the general public. d. singapore has adopted a comprehensive savings plan for all workers known as the central provident fund.
Answers: 1
question
Business, 22.06.2019 17:50
Bandar industries berhad of malaysia manufactures sporting equipment. one of the company’s products, a football helmet for the north american market, requires a special plastic. during the quarter ending june 30, the company manufactured 35,000 helmets, using 22,500 kilograms of plastic. the plastic cost the company $171,000. according to the standard cost card, each helmet should require 0.6 kilograms of plastic, at a cost of $8 per kilogram. 1. what is the standard quantity of kilograms of plastic (sq) that is allowed to make 35,000 helmets? 2. what is the standard materials cost allowed (sq x sp) to make 35,000 helmets? 3. what is the materials spending variance? 4. what is the materials price variance and the materials quantity variance?
Answers: 1
question
Business, 22.06.2019 19:20
Six years ago, an 80-kw diesel electric set cost $160,000. the cost index for this class of equipment six years ago was 187 and is now 194. the cost-capacity factor is 0.6. the plant engineering staff is considering a 120-kw unit of the same general design to power a small isolated plant. assume we want to add a precompressor, which (when isolated and estimated separately) currently costs $13291. determine the total cost of the 120-kw unit. (hint: skip $ and comma symbols)
Answers: 3
question
Business, 22.06.2019 20:00
What part of the rational model of decision-making does the former business executive “elliott” have a problem completing?
Answers: 2
You know the right answer?
We have 10 option contracts (1 option contract = 100 shares) in Tesla that currently have a delta of...
Questions
question
Physics, 05.03.2021 01:00
question
Biology, 05.03.2021 01:00
question
Mathematics, 05.03.2021 01:00
question
Mathematics, 05.03.2021 01:00
question
English, 05.03.2021 01:00