Cfa derivative 作业
panda 老师提问于6年之前
Three months ago, Jen Baker purchased one American put option contract on Mechor Corporation for $4 per option share. Baker also owns 100 shares of Mechor. The following data applies to Baker’s position:
Option strike price = $60
Stock price on date of option purchase = $60
Stock price today = $52
Time to option expiry from today = 1 month
Given only the above data, if Baker exercises her option today, the profit/loss on Baker’s combined stock/put position is:
A. -$800
B. -$400
C. $800
