Question
Draw a pay-off table and a diagram for each of the following strategies. Show maximum profit, maximum loss, and breakeven point(s). Use the suitable tables
Draw a pay-off table and a diagram for each of the following strategies. Show maximum
profit, maximum loss, and breakeven point(s). Use the suitable tables provided below.
- LongStraddle (10 marks)
LongATMCallandATMPuthavethesameunderlyingassetandsamematurity. Long 11100 Call @ Rs. 287.75 and Long 11100 Put @ Rs. 273.3. LongStrangle
LongOTMCallandOTMPuthavingthesameunderlyingassetandsamematurity Long 11200 Call @ Rs. 238.75 and Long 11000 Put @ Rs. 233
- Long Strangle (10 marks)
Long OTM Call and OTM Put having the same underlying asset and same maturity Long 11200 Call @ Rs. 238.75 and Long 11000 Put @ Rs. 233
- Short Call Butterfly (10 marks)
Long ATM Call twice, Short ITM call, and Short OTM call
Long 11100 Call twice @ Rs. 287.75, Short 10800 Call @ Rs. 481.85, and Short 11400 Call @ Rs. 149.95
- ShortPutButterfly (10 marks)
ShortATMPuttwice,LongITMPut,andLongOTM Put
Long11100Puttwice@Rs.273.3,Short10800Put@Rs.174.15andShort11400Put@ Rs. 421.45
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How To Make Money With Junk Bonds
Authors: Robert Levine
1st Edition
007179381X,0071793828
