Currency B Copy A === EE $- % E Merge & Center- BIU-H - Format Painter Number Alignment Clipboard Font fr 13 SECTION II OPTION ANALYSIS (60 POINTS) Question 3 (20 points) CALLS - PREMIUMS PUTS - PREMIUMS February - INPUT EXERCISE PRICE (X) January February March January Marc 100 3.00 3.50 6.60 3.70 6.00 7.20 105 4.00 4.50 4.80 7.00 7.60 8.20 110 98 5.00 5.50 5.80 8.50 9.10 9.70 99 115 7.00 7.50 7.80 10.60 10.00 11.20 100 120 8.00 8.50 12.10 8,80 11.50 12.70 101 125 9.00 9.50 9.80 13.00 13.60 14.20 102 130 11.00 11.50 11.80 16.60 16.00 17.20 103 104 10s Use the table above to calculate the Profit, Payoff and BE price 106 107 BASIC STRATEGIES - INPUT ENTER PREMIUM EXERCISE STOCK PRICE EXERCISE OPTION PRICE X) 108 ACTION DATE TYPE PREMIUM (S) (S) 109 BUY Jan CALL $100.00 $3.00 $110.00 110 SELL Mar CALL $110.00 $5.00 $112.00 111 BUY Feb PUT $105.00 $7.60 $106.00 112 SELL Mar PUT $125.00 $14.20 $120.00 113 BUY Mar STRADDLE $115.00 $150.00 114 SELL Jan STRADDLE $130.00 $110.00 115 116 ADVANCE STRATEGIES - INPUT ENTER NET PREMIUM STOCK OUT EXERCISE OPTION TYPE 117 PRICE (S) ACTION DATE Exercise PREMUM (S 118 PAY $100.00 BUY Mar BULL SPREAD (Call) 119 $110.00 $110.00 120 $105.00 Y BEAR SPREAD 'u Feb $112.00 Sheet1 Resdy Type here to search