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The investor took a long put position in three WIG-20 option contract. a) Calculate the price of the option if the total profit (loss) was
The investor took a long put position in three WIG-20 option contract. a) Calculate the price of the option if the total profit (loss) was (-1080PLN) at the expiring of the option. b) Using the price of option from a), propose the strike price of the contract and the value of WIG-20 at the time of expiring of these options in case the investor has profit of 1080PLN c) Assume that the strike price of the above call option is 2600, indicate what instrument you need to invest in to construct Synthetic Long Call strategy. Provide informations on the characteristic of gains, looses end expectations of investor. Calculate the profit/loss from this strategy if WIG-20 at the expiring will be 2640
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