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Basic Question 0 of 7
When an option is near-the-money, ______
II. vega is larger than the vega when the option is deep-out-of-the-money.
I. vega is larger than the vega when the option is deep-in-the-money.
II. vega is larger than the vega when the option is deep-out-of-the-money.
User Contributed Comments 5
| User | Comment |
|---|---|
| danlan2 | Vega is larger when an option is near the money. |
| mchu | Vega is the greatest for an option near-the-money. |
| tabulator | Vega is the bloody HUGEST for an option near-the-money!(in case you didn't get it) |
| fubar | thats pretty huge |
| birdperson | !BLOODY HUGEST! |
Your review questions and global ranking system were so helpful.
Lina
Learning Outcome Statements
compare characteristics of commodity sectors;
CFA® 2025 Level II Curriculum, Volume 5, Module 32.