- 1 An Amc Entertainment Holdings Amc N Put Option With A Strike Price Of Usd 20 Can Be Bought From Or Sold To Bank Of 1 (36.21 KiB) Viewed 7 times
1. An AMC Entertainment Holdings (AMC.N) put option with a strike price of USD 20 can be bought from or sold to Bank of
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1. An AMC Entertainment Holdings (AMC.N) put option with a strike price of USD 20 can be bought from or sold to Bank of
1. An AMC Entertainment Holdings (AMC.N) put option with a strike price of USD 20 can be bought from or sold to Bank of America for USD 10. Curiously, an AMC put with the same maturity but with a strike price of USD 30 can be bought from or sold to Morgan Stanley for USD 10. If you plan to hold the options to maturity: (a) Devise a zero-net-investment arbitrage strategy (you use the premium from selling one option to buy the other) to exploit the pricing anomaly. (b) Draw the payoff diagram for your position at maturity. (c) What is the name of your position?