You are a warrant market maker. You observe the below prices as below : Ticker :47687 HK
Fantastic news! We've Found the answer you've been seeking!
Question:
Ticker :47687 HK
Product :JP Inline 2020 on HSI Index
Underlier :HSI Index
Lower Strike :20,500
Upper Strike :23,500
Width :3,000
Expiry :09/29/20
Last Price :0.42
Underlier Last Price :25,114 You are given the 5 instruments below to hedge your inline warrant :
HSI Sep20 23500 Call
HSI Sep20 23600 Call
HSI Sep20 20400 Put
HSI Sep20 20500 Put
HKD Sep20 zero coupon bond
Related Book For
Smith and Roberson Business Law
ISBN: 978-0538473637
15th Edition
Authors: Richard A. Mann, Barry S. Roberts
Posted Date: