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HullOFOD11eProblem 01 - 40

The document presents a table detailing the profit and loss for various call options at different stock prices. It shows the values for long calls, short calls, and the total for each price point. The profit is highlighted at specific stock prices, indicating potential gains or losses based on the options strategy employed.

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qq1812016515
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8 views2 pages

HullOFOD11eProblem 01 - 40

The document presents a table detailing the profit and loss for various call options at different stock prices. It shows the values for long calls, short calls, and the total for each price point. The profit is highlighted at specific stock prices, indicating potential gains or losses based on the options strategy employed.

Uploaded by

qq1812016515
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Long Call Short Call Total

20 -2.75 1.5 -1.25


22.5 -2.75 1.5 -1.25 10 Profit
25 -2.75 1.5 -1.25
27.5 -2.75 1.5 -1.25 8
30 -2.75 1.5 -1.25 6
32.5 -0.25 1.5 1.25
4
35 2.25 -1 1.25
37.5 4.75 -3.5 1.25 2
40 7.25 -6 1.25 0
20 22
-2

-4

-6

-8
10 Profit
8

4
Long
2 Stock price Call
Short
0 Call
20 22 24 26 28 30 32 34 36 38 40 Total
-2

-4

-6

-8

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