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What is the delta of a short position

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Question - What is the delta of a short position in 1,000 European call options on silver futures? The options mature in eight months, and the futures contract underlying the option matures in nine months. The current nine-month futures price is $27 per ounce, the exercise price of the options is $27, the risk-free interest rate is 11.5% per annum, and the volatility of silver futures prices is 28% per annum.

Reference no: EM132964118

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