Suppose you have a long position in a call option on a futures contract, and the strike
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Suppose you have a long position in a call option on a futures contract, and the strike price is 80 . The futures contract price is now 87 , and you want to exercise your option. Identify the gains from exercise, specifying any cash inflow and the futures position you get (and the price of the futures contract).
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Related Book For
Foundations Of Financial Markets And Institutions
ISBN: 9780136135319
4th Edition
Authors: Frank J Fabozzi, Franco G Modigliani, Frank J Jones
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