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A Jan 17, 2020 GM 40 strike put option has a premium of 4.30. GM shares are trading at 38.21. The quoted risk free rate
A Jan 17, 2020 GM 40 strike put option has a premium of 4.30. GM shares are trading at 38.21. The quoted risk free rate is 1.45% on a discount basis. The spot price of oil is 55.70, and the 3-month forward future contract is 54.32. The GBP/USD spot is 1.2601, but the 3 month forward is 1.2632.
What is the breakeven price for this stock option contract?
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