请教前辈一个小问题关于 Black-Scholes

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有道2011 sample里面的题请教一下前辈。
答案里说，S=K， 条件里好像读不出来，不知道是隐含在什么地方的？
小弟在此拜谢！

9.
Consider the Black-Scholes framework. A market-maker, who delta-hedges, sells a three-month at-the-money European call option on a nondividend-paying stock.
You are given:
(i) The continuously compounded risk-free interest rate is 10%.
(ii) The current stock price is 50.
(iii) The current call option delta is 0.61791.
(iv) There are 365 days in the year.
If, after one day, the market-maker has zero profit or loss, determine the stock pricemove over the day.
Answer: 0.52

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关键词：SCHOLES choles Black Holes lack delta stock framework determine interest

at the money

at the money call <=> S=K

almost all questions would have this condition if you can not find strike

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