SBI share is Rs. 200 per share Future lot size is 3000 Margin requirement is 15% Future expiry is 31st December, 2020 Call option of Rs. 200 strike price is Rs. 15 Call option of Rs. 180 strike price is Rs. 30 Call option of Rs. 220 strike price is Rs. 10 Call option of Rs. 240 strike price is Rs. 5 If you buy shares from cash market instead of future, how much extra money is required? If you form butterfly strategy between Rs.200 to Rs. 240 strike price, what would be the maximum profit and loss? If SBI share closes at Rs. 230 on expiry, what would be your profit and loss as per butterfly strategy?
SBI share is Rs. 200 per share Future lot size is 3000 Margin requirement is 15% Future expiry is 31st December, 2020 Call option of Rs. 200 strike price is Rs. 15 Call option of Rs. 180 strike price is Rs. 30 Call option of Rs. 220 strike price is Rs. 10 Call option of Rs. 240 strike price is Rs. 5 If you buy shares from cash market instead of future, how much extra money is required? If you form butterfly strategy between Rs.200 to Rs. 240 strike price, what would be the maximum profit and loss? If SBI share closes at Rs. 230 on expiry, what would be your profit and loss as per butterfly strategy?
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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SBI share is Rs. 200 per share
Future lot size is 3000
Margin requirement is 15%
Future expiry is 31st December, 2020
Call option of Rs. 200 strike price is Rs. 15
Call option of Rs. 180 strike price is Rs. 30
Call option of Rs. 220 strike price is Rs. 10
Call option of Rs. 240 strike price is Rs. 5
If you buy shares from cash market instead of future, how much extra money is required? If you
form butterfly strategy between Rs.200 to Rs. 240 strike price, what would be the maximum
butterfly strategy?
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