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The current stock price of a company is USD 80. A risk manager is monitoring call and put options on the stock with exercise prices of USD 50 and 5 days to maturity. Which of these scenarios is most likely to occur if the stock price falls by USD 1?
A
Decrease by USD 0.94 | Increase by USD 0.08
B
Decrease by USD 0.94 | Increase by USD 0.89
C
Decrease by USD 0.07 | Increase by USD 0.89
D
Decrease by USD 0.07 | Increase by USD 0.08