# Log-moneyness definition [closed]

Define the time-0 log-moneyness of a call on stock $S$ with strike $K$ and expiry $T$ to be:

$$\log(S(0)\exp(rT)/K)$$

What does it mean for the strikes K to be at-the-log-moneyness?? I guessed this but i don't think it is right:

$$\log(K) = \log(S(0)\exp(rT)/K)$$

## closed as unclear what you're asking by Quantuple, LocalVolatility, Helin, chollida, amdoptNov 3 '17 at 20:05

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