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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 1080 PLN 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 . 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 1080 PLN 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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