) The investor took a long put position in three WIG-20 option contracts. a) Calculate the price of the option if the to

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answerhappygod
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) The investor took a long put position in three WIG-20 option contracts. a) Calculate the price of the option if the to

Post by answerhappygod »

) The investor took a long put position in three WIG-20option contracts.
a) Calculate the price of the option if the total profit(loss) was (-1080PLN) at the expiring of the option.
b) Using the price of option from a), propose the strikeprice of the contract and the value of WIG-20 at the time ofexpiring of these options in case the
investor has profit of 1080 PLN
c) Assume that the strike price of the above call optionis 2600, indicating what instrument you need to invest in toconstruct Synthetic Long Call strategy.
Provide information on the characteristics of gains,loose end expectations of investors. Calculate the profit/loss fromthis strategy if WIG-20 at the expiring
will be 2640
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