NO.PZ2016082404000027
问题如下：
A 90-day European put option on Microsoft has an exercise price of $30. The current market price for Microsoft is $30. The delta for this option is close to
选项： A. -1
B.
-0.5
C.
0.5
D.
1
解释：
ANSWER: B
The option is ATM because the strike price is close to the spot price. This is a put, so the delta must be close to -0.5.
请问是哪的知识点。。。。
