for this trading opportunity i am required to perform the necessary calculations in order to identify a mispricing (this example may not have a mispricing however the question still asks for the calculations that would be needed to find mispricing if there was one)

for this trading opportunity i am required to perform the necessary calculations in order to identify a mispricing (this example may not have a mispricing however the question still asks for the calculations that would be needed to find mispricing if there was one)

as well as a strategy that would make a risk free profit.

if there is a mispricing

Opportunity 4: Option portfolio trading The following financial data for FTSE-traded companies was available on 1 February 2021. All prices are given in GBX (pence). The option price listed is for European options that can be exercised exclusively on 1 July 2021 for the stated strike price. You may assume that no dividend is payable between 1 February and 1 July 2021. Share Value Call option Put option Strike price AstraZeneca 5725 303.33 362.16 5800 Diageo 3025 204.77 271.13 3100 Unilever 4260 275.77 303.79 4300 Opportunity 4: Option portfolio trading The following financial data for FTSE-traded companies was available on 1 February 2021. All prices are given in GBX (pence). The option price listed is for European options that can be exercised exclusively on 1 July 2021 for the stated strike price. You may assume that no dividend is payable between 1 February and 1 July 2021. Share Value Call option Put option Strike price AstraZeneca 5725 303.33 362.16 5800 Diageo 3025 204.77 271.13 3100 Unilever 4260 275.77 303.79 4300