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1) The following call and put options are on the same stock and have the same expiration
date. Given the following strike prices and call/put premiums of the option contracts:
Strike Price $ 130 140 150 160 170
Call Price $ 26.6 20.4 15.3 11.2 8.1
Put Price $ 5.9 9.6 14.5 20.4 27.2
Answer the following questions and use a payoff/profit diagram to illustrate your answer.
Option prices are per share, but option contracts are for 100 shares.
a. Calculate the maximum loss of the following trading strategy: write 2 calls with a strike
price of $130, buy 4 calls with a strike price of $150 , and buy 3 puts with a strike price
of $170.
b. Calculate the breakeven points of the above options trading strategy.
关于问题A 我自己的理解是BUY CALL AND BUY PUT has limited loss, that is, paid premium: 4* 15.3, 3* 27.2.
how to calculate the loss of the write 2 calls with a strike price of $130 ?
我认为是 v = premium - max (s-x,0) = 26.6 - max ( S - 130, 0 )
但是怎么画出相应的图阿.................求解答阿