Question
We know that European put option has a strike price 960 EUR and option premium of 150 EUR. Share price is 1) 12th of November
We know that European put option has a strike price 960 EUR and option premium of 150 EUR. Share price is
1) 12th of November 660 EUR
2) 13th of November 820 EUR
At which of these share prices of underlying asset is a call option profitable for buyer and for seller?
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
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