题目 Consider a bullish spread option strategy of buying one call option with a $30 exercise price at a premium of $3 and writing a call option with a $40 exercise price at a premium of $1.50. If [...]
题目 On the OTC market there are two options available on Microsoft stock: a European put with premium of USD 2.25 and an American call option with premium of USD 0.46. Both options have a strike [...]
题目 According to Put-Call parity, buying a call option on a stock is equivalent to: 选项 A.Writing a put, buying the stock, and selling short bonds (borrowing). B.Writing a put, selling the [...]
题目 A 2-year European call option has a market price of $50 with a strike price of $140. The underlying stock price is $100 with a two-year annualized interest rate of 5% and a dividend yield of [...]
题目 Which of the following is the riskiest form of speculation using options contracts? 选项 A.Setting up a spread using call options B.Buying put options C.Writing naked call options D.Writing [...]
题目 A trader writes ten (10) naked put option contracts, with each contract being on 100 shares. The strike price is $50.00 and the stock price is currently $55.00. The option price is $3.40. The [...]
题目 An index currently stands at 1,500. European call and put options with a strike price of 1,400 and time to maturity of six months have market prices of 154.00 and 34.25, respectively. The [...]
题目 The payoff pattern of a PROTECTIVE PUT is most similar to the payoff pattern of: 选项 A.Long forward position B.Short forward position C.Long call option D.Short call option 答案 C 解析 [...]
题目 An option trader constructs the following position: buys 1 call with a strike price at X_1, buys 1 call with a strike price at X_3 and sells 2 calls with a strike X_2. Where [...]
题目 According to Put-Call parity, buying a put option on a stock is equivalent to: 选项 A.Buying a call option and buying the stock with funds borrowed at the risk-free rate. B.Selling a call [...]
