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advances in Investment Analysis and Portfolio Management phần 10

Câu hỏi và các vấn đề 1. Phân biệt giữa một đặt và gọi một. 2. Nói "một người mua lựa chọn có nghĩa vụ đúng, nhưng không có nghĩa là gì? 3. Giải thích các từ ngữ dưới đây được sử dụng với các tùy chọn: a) "Trong tiền" b) "Trong số tiền" c) "Đồng tiền" 4. | Investment Analysis and Portfolio Management Questions and problems 1. Distinguish between a put and a call. 2. What does it mean to say an option buyer has a right but not an obligation 3. Explain the following terms used with the options a In the money b Out of money c At the money 4. What is the difference between option premium and option price 5. What is the relationship between option prices and their intrinsic value 6. Why is the call or put writer s position considerably different from the buyer s position 7. What is an index option What are the main differences between index option and stock option 8. How can a put used to protect a particular investor s position 9. What is the maximum amount the buyer of an option can lose 10. Draw the profit loss graph for the following option strategies a Buy a put with 3 EURO premium and 70 EURO exercise price b Write a call with 2 EURO premium and 50 EURO exercise price. 11. Robert has only one day left to decide whether to exercise a call option on the Company X stock which he purchased six months ago for 300 dol. 3 dol. per share . The call option exercise price is 54 dol. a For what range of stock price should Robert exercise the call on the last day of the call life b For what range of stock price would Robert realize a loss including the premium paid for the call option 12. Using information about several call and put options in the table below identify which of these options are in the money at the money or out of money and fulfill the last column in the table. Type of option Exercise price Premium Current price of underlying stock Your evaluation Call 18 0 25 19 50 Put 30 0 50 31 20 Call 24 0 25 21 40 Call 45 0 30 46 10 Put 60 1 25 56 25 Call 20 0 25 20 00 146 Investment Analysis and Portfolio Management Put 35 1 00 37 80 Put 20 0 80 17 60 Call 65 0 50 65 50 13. Using information in the table above calculate the profit or loss for each option contract if they would be exercised. 14. Assume you hold a .