AdvancedNumeric answer
You are short a digital paying if a stock finishes above in one week. Volatility is and rates are zero, and the stock sits on the strike. Using the delta per dollar of payout, how many shares must you hold to be delta hedged, to the nearest thousand?
Answer with a number. Fractions, powers and expressions like 23/6 or C(52,5) are read correctly in practice.
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