Question
The table below presents option price (premium) quotes for Peach, Inc. on 10/24/2017. Use the table to answer the question below. Peach, Inc Nov Dec
The table below presents option price (premium) quotes for Peach, Inc. on 10/24/2017. Use the table to answer the question below.
| Peach, Inc | Nov | Dec | Jan | ||||
| Stock Price (S) | STRIKE | Calls | Puts | Calls | Puts | Calls | Puts |
| = $451.27 | 440.00 | $28.50 | $19.00 | $32.95 | $22.40 | $35.23 | $25.00 |
| 445.00 | $26.20 | $21.00 | $30.45 | $25.05 | $31.50 | $26.80 | |
| 450.00 | $22.90 | $23.94 | $26.20 | $27.50 | $29.90 | $30.20 | |
| 455.00 | $20.55 | $25.55 | $24.00 | $30.95 | $27.45 | $32.10 | |
| 460.00 | $18.40 | $28.73 | $22.15 | $33.80 | $24.80 | $35.99 | |
| a. | the Nov call | |
| b. | the Dec put | |
| c. | the Jan call | |
| d. | the Jan put |
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International Finance
Authors: Keith Pilbeam
4th Edition
0230362893, 978-0230362895
