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The value of a European binary call option, paying $1 if the underlying asset is above the strike at expiration, in the Black-Scholes world is \(e^-r(T-t)N(d_2)\) where the asset price is \(S\), time is \(t\), strike \(K\), expiration \(T\), asset volatility \(\sigma\), dividend yield β¦

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Is the delta of a binary option the same as the delta for a regular European option? see the distinction between the delta of the binary and vanilla call options:

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The reason why Binary Options are "Binary" is because trading of Binary Options Derived from Delta in Binary Options and is expressed in the formula :