Derivatives Workbook by Wendy L. Pirie
Author:Wendy L. Pirie [Pirie, Wendy L.]
Language: eng
Format: epub, pdf
ISBN: 9781119381785
Publisher: John Wiley & Sons, Inc.
Published: 2017-03-16T00:00:00+00:00
Determine the following: the maximum profit.
the maximum loss.
the stock price at which you would realize the maximum profit.
the stock price at which you would incur the maximum loss.
Determine the breakeven underlying price at expiration of the put options.
You believe that the market will be volatile in the near future, but you do not feel particularly strongly about the direction of the movement. With this expectation, you decide to buy both a call and a put with the same exercise price and the same expiration on the same underlying stock trading at $28. You buy one call option and one put option on this stock, both with an exercise price of $25. The premium on the call is $4 and the premium on the put is $1. What is the term commonly used for the position that you have taken?
Determine the value at expiration and the profit for your strategy under the following outcomes: The price of the stock at expiration is $35.
The price of the stock at expiration is $29.
The price of the stock at expiration is $25.
The price of the stock at expiration is $20.
The price of the stock at expiration is $15.
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