Question
Suppose an investor writes 15 naked call option contracts on a stock. If the call option price is $5.50, strike price is $70 and share
Suppose an investor writes 15 naked call option contracts on a stock. If the call option price is $5.50, strike price is $70 and share price is $68, what would be the initial margin requirement?
*note : 1 option contract = 100 shares
| $24,650 | ||
| $25,650 | ||
| $18,450 | ||
| $19,450 |
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Quantitative Financial Risk Management
Authors: Constantin Zopounidis, Emilios Galariotis
1st Edition
1118738187, 978-1118738184
