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- 2020-12-29 发布于山东
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290 Reading 15 ■ Options Strategies
PRACTICE PROBLEMS
The following information relates to Questions
1–10
Aline Nuñes, a junior analyst, works in the derivatives research division of an inter-
national securities firm. Nuñes’s supervisor, Cátia Pereira, asks her to conduct an
analysis of various option trading strategies relating to shares of three companies:
IZD, QWY, and XDF. On 1 February, Nuñes gathers selected option premium data
on the companies, presented in Exhibit 1.
Exhibit 1 Share Price and Option Premiums as of 1 February (share prices
and option premiums in €)
Company Share Price Call Premium Option Date/Strike Put Premium
9.45 April/87.50 1.67
IZD 93.93 2.67 April/95.00 4.49
1.68 April/97.50 5.78
4.77 April/24.00 0.35
QWY 28.49 3.96 April/25.00 0.50
0.32 Apr
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