# Fight Finance

#### CoursesTagsRandomAllRecentScores

 Scores keithphw $6,001.61 cuiting1$1,844.70 Jade $1,795.80 Yuan$1,726.43 Emma Lu $1,683.33 Visitor$1,663.33 Carolll $1,642.43 Zin$1,629.43 zy $1,589.70 Visitor$1,555.80 Visitor $1,508.61 Visitor$1,428.33 Visitor $1,363.33 cuiting$1,299.70 Visitor $1,253.33 Visitor$1,251.28 Visitor $1,213.33 Tijo$1,089.43 mm11 $1,050.33 Nisrita$1,050.33

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the Delta of a European call option?

Where:

$$d_1=\dfrac{\ln⁡[S_0/K]+(r+\sigma^2/2).T)}{\sigma.\sqrt{T}}$$ $$d_2=d_1-\sigma.\sqrt{T}=\dfrac{\ln⁡[S_0/K]+(r-\sigma^2/2).T)}{\sigma.\sqrt{T}}$$

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the Delta of a European put option?

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the risk-neutral probability that a European call option will be exercised?

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the risk-neutral probability that a European put option will be exercised?