You decide to engage in an options strategy. The current price of the underlying stock in the market is $24$ euros. You sell $($i$.$e$.,$ write$)$ one thousand $(1000)$ call options on the stock with a strike price of $26$ euros. The price of one option $($premium$)$ is $1,01$ euros. Additionally, you buy one thousand $(1000)$ put options on the stock with a strike price of $22$ euros. The price of one option $($premium$)$ is $0,69$ euros. Both options are based on the same stock, and the expiration date for both option types is $9$ months from now. One option entitles you to sell$/$buy one share.

a$)$ What is the resulting cash flow for you when the strategy is implemented?

b$)$ How much does the strategy yield in euros $($taking into account the prices of the options$)$ if the stock price at the expiration date is $18$ euros?

c$)$ How much does the strategy yield in euros $($taking into account the prices of the options$)$ if the stock price at the expiration date is $35$ euros?