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Assume 100,000 shares with 100 call contracts. online stock transaction fee = 0.11% call option transaction fee = 0.33% per

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Assume 100,000 shares with 100 call contracts.

online stock transaction fee = 0.11%

call option transaction fee = 0.33% per annum

registration fee of call option = 0.143 per contract

share price= $5.84

call price = $0.33

call delta 0.47208

 

How to produce delta neutral strategy. 

How to calculate return before cost and return after cost.

Expert Answer:

Answer rating: 100% (QA)

A delta neutral strategy aims to make a portfolio immune to changes in the price of the underlying a View the full answer


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Smith and Roberson Business Law

Smith and Roberson Business Law

ISBN: 978-0538473637

15th Edition

Authors: Richard A. Mann, Barry S. Roberts

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Question Details
Chapter # 12
Section: Cases
Problem: 4
Posted Date: September 12, 2023 01:07:46
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