【单选题】Consider the graph of a call option shown at right. The option is a three-month American call option on €62,500 with a strike price of $1.20 = €1.00 and an option premium of $3,125. What are the value...
A.
A = –$3,125 (or –$.05 depending on your scale); B = $1.20; C = $1.25
B.
A = –€3,750 (or –€.06 depending on your scale); B = $1.20; C = $1.25
【单选题】Consider the situation where the stock price 6 months from the expiration of an option is $42, the exercise price of the option is $40, the risk-free interest rate is 10% p.a. and the volatility is 20...
【单选题】Assume S = $31.75, div = 0, r = 0.03, and σ= 0.20, and 90 days until the expiration of a standard call option. A put on call compound option with an exercise price of $2.00 has 180 days until expirati...
【单选题】A strategy consists of buying a market index product at $830 and longing a put on the index with a strike of $830. If the put premium is $18.00 and interest rates are 0.5% per month, what is the estim...
【单选题】Assume S = $31.75, div = 0, r = 0.03, and σ= 0.20, and 90 days until the expiration of a standard call option. A call on call compound option with an exercise price of $2.00 has 180 days until expirat...