5871数理金融简单数值题short

Vega P&L From A Vol Repricing

题目

Your position has total vega of 20 dollars per one full volatility point (i.e. per 1.00 change in sigma). Overnight the implied vol used to mark the book rises from 22% to 27% with spot unchanged. Ignoring all other Greeks, what is the mark-to-market vega P&L in dollars, to two decimals?

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数值

只填写数值本身，单位 $ 已固定在输入框右侧。