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Alle Oberthemen / Finance & Investment / Derivatives / Derivatives
3
A one-year call option on a stock with a strike price of $30 costs $3; a one-year put option on the stock with a strike price of $30 costs $4. Suppose that a trader buys two call options and one put option. The breakeven stock price above which the trader makes a profit is
A.$35
B.$40
C.$30
D.$36

Answer: A
When the stock price is $35, the two call options provide a payoff of 2×(35−30) or $10. The put option provides no payoff. The total cost of the options is 2×3+ 4 or $10.  The stock price in A, $35, is therefore the breakeven stock price above which the position is profitable because it is the price for which the cost of the options equals the payoff.


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Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015

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