Topic: Option Pricing When computing, please do not round off. Only final answers must be rounded off to two decimal places 1. ABC Corporation acquired a put option for 100 pieces of P50,000-face value bonds. The strike price is 105.75. If as of the valuation date, the market value of the bonds is 106.35, what is the position of the option? **For the answer, type in the following format: ex. IN300 for in the money by P300; OUT2000 for out the money by P2,000.
Topic: Option Pricing When computing, please do not round off. Only final answers must be rounded off to two decimal places 1. ABC Corporation acquired a put option for 100 pieces of P50,000-face value bonds. The strike price is 105.75. If as of the valuation date, the market value of the bonds is 106.35, what is the position of the option? **For the answer, type in the following format: ex. IN300 for in the money by P300; OUT2000 for out the money by P2,000.
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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Topic: Option Pricing
When computing, please do not round off. Only final answers must be rounded off to two decimal places
1. ABC Corporation acquired a put option for 100 pieces of P50,000-face
**For the answer, type in the following format: ex. IN300 for in the money by P300; OUT2000 for out the money by P2,000.
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