Question: The following options quotations were downloaded from: https://www.asx.com.au/asx/markets/optionPrices.do?by=underlyingCode&underlyingCode=ANZ&expiryDate=&optionType=B on 19/11/2019.Use labelled diagrams to show that they conform to theory in questions 2 and 3. Basic

The following options quotations were downloaded from:

https://www.asx.com.au/asx/markets/optionPrices.do?by=underlyingCode&underlyingCode=ANZ&expiryDate=&optionType=B

on 19/11/2019.Use labelled diagrams to show that they conform to theory in questions 2 and 3.

The following options quotations were downloadedThe following options quotations were downloaded
Basic Options Concepts - Handout 5-2,3 The following options quotations were downloaded from: https://www.asx.com.au/asx/markets/optionPrices.do?by=underlyingCode&unde rlyingCode=ANZ&expiryDate=&option Type=B on 19/11/2019. Use labelled diagrams to show that they conform to theory in questions 2 and 3. Shares 19/11/2019 Code Last $+/- % Che Bid Offer Open High Low Volume ANZ 25.420 0.12 0.47% 25.4 25.42 25.3 25.42 25.2 6,036,835 Options (Show Open Interest only ) Code Expiry date P/C Exercise Bid Offer Last Volume Open interest Margin Price ANZLF7 21/11/2019 Call 25.500 0.145 0.145 40 0.125 ANZSIS 28/11/2019 Call 0.01 25.42 25.42 40 25.295 ANZARS 28/11/2019 Call 25.500 0.225 0.225 1,832 0.19 ANZMO7 19/12/2019 Call 18.010 7.425 7.425 19 7.305 ANZSH9 19/12/2019 Call 25.500 0.380 0.380 544 0.355 ANZFY7 19/12/2019 Call 28.000 0.001 0.001 1,670 0.004 ANZN69 30/01/2020 Call 25.500 0.605 0.605 20 39 0.555 ANZZH9 27/02/2020 Call 25.500 0.730 0.730 64 0.685 ANZT87 26/03/2020 Call 25.500 0.875 0.875 0.75 14 150 0.815 ANZE69 25/06/2020 Call 25.500 1.055 1.055 O 805 0.995 ANZLG7 21/11/2019 Put 25.500 0.150 0.150 120 0.27 ANZA58 28/11/2019 Put 25.500 0.290 0.290 0.325 73 880 0.37 ANZFKB 19/12/2019 Put 18.000 0.000 0.000 120 0 ANZS19 19/12/2019 Put 25.500 0.465 0.465 ANZV29 19/12/2019 Put 28.010 2.590 2.590 OO 647 0.55 714 2.71 ANZN79 30/01/2020 Put 25.500 0.640 0.640 844 0.705 ANZZ19 27/02/2020 Put 25.500 0.760 0.760 0.81 70 60 0.83 ANZT97 26/03/2020 Put 25.500 0.885 0.885 220 0.975 ANZE79 25/06/2020 Put 25.500 1.570 1.570 4,700 1.635HO5-2. Explain the differing offer prices of ANZ put options with exercise prices of $25.50 and different expiry dates. HO5-3. Explain why the offer prices of ANZ call options with exercise prices of $18.01, 25.50 and 28.00 are successively lower

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!