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Results tagged with put
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user 467
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How to create a synthetic put?
As you can see from the wiki page, the delta of a put is
$$\Delta = -e^{-qT}N(-d_1)= -e^{-qT} \left(1-N(d_1)\right)$$
Recall that this $\Delta$ is the derivative of the value of the put $p$ with respect … So this means that if the underlying goes up by 1, the price of the put change by $\Delta$. …
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