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Basic Question 0 of 2
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! |
I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
Learning Outcome Statements
compare characteristics of commodity sectors;
CFA® 2026 Level II Curriculum, Volume 5, Module 32.