Suppose you write 30 of the July 100 put contracts. What is your net gain or loss
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Suppose you write 30 of the July 100 put contracts. What is your net gain or loss if Hendreeks is selling for $90 at expiration? For $110? What is the break-even price, that is, the terminal stock price that results in a zero profit?
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Calls Strike Price Last Expiration Vol. Close Hendreeks 103 103 103 103 2.40 5.20 8.40 10.68 4.30 72 Feb Mar 100 100 100 100 0 6.60 10.10 16
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Given Data Strike Calls Puts Close Price Exp Vol Last Vol Last 103 100 Feb 72 520 ...View the full answer
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Fundamentals of Investments Valuation and Management
ISBN: 978-0078115660
7th edition
Authors: Bradford Jordan, Thomas Miller
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