快考了，实在愚笨，就问一题FRM一级，望高手解答

call option
deep in the money delta=1
at the money delta=0.5
deep out of the money  delta=0

zhangqiping428 发表于 2014-5-14 21:43
call option
in the money delta=1
at the money delta=0.5

Nice!~

tks~~~~~~~~~~~