Question
You are currently invested in MTN and believe that the share price will move dramatically over the next quarter. Using the information below answer the
You are currently invested in MTN and believe that the share price will move dramatically over the next quarter. Using the information below answer the questions which follow.
Name the option strategy would allow you to benefit from excess volatility in the share price.
| Current_Price | Put_Exercise | Call_Exercise | Call_Premium | Put_Premium |
| 167 | 168.67 | 168.67 | 1.08 | 1.57 |
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Commodity Option Pricing A Practitioner's Guide
Authors: Iain J. Clark
1st Edition
1119944511, 978-1119944515
