Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

EUR/USD =1.09 EUR/AUD= 1.55 /CL=68.82 Price of oil in EUR = Price of oil in AUD= Price USD/AUD= A 70 put on /CLm23 is .72

EUR/USD =1.09

EUR/AUD= 1.55

/CL=68.82

  1. Price of oil in EUR =
  2. Price of oil in AUD=
  3. Price USD/AUD=
  4. A 70 put on /CLm23 is .72 bid, .74 offer, you buy market. How much did you pay?
  5. Price of a /ZBH23 contract is 12921 bid and 12922 offer, you sell market, price goes to 12918 bid and 12919 offer, you cover at market. How much money did you make or lose?
  6. Which Greek is the variable in option pricing?
  7. 6-month future price higher than spot is called?
  8. 6-month future price lower than spot is called?
  9. Notional value of the following futures contract:
    1. /6CM2 .73 =
    2. /ESM2 4021 =
    3. atm call option on /ESM2 =
  10. What is the current price and delta of the following option on the spy?
    1. Yesterdays close 392.07 imp vol25% Current price398 imp vol 21%
spy call
date Intrinsic value Extrinsic value vega theta gama delta Last price month strike

Monday

Close

.14 .86 .02 5.14 DEC 16 392

Wednesday

Close

DEC 16 392

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Methods And Finance

Authors: Emiliano Ippoliti, Ping Chen

1st Edition

3319498711, 978-3319498713

More Books

Students also viewed these Finance questions