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Financial Derivatives Call & Put Option Group Members: Assignment On

This document contains information about call and put options. It includes payoff diagrams for long call, short call, long put, and short put options. The diagrams show the payoff and profit at different spot prices for each option type. They have an exercise price of $45 and an option price of $8.

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Aqid Ahmed Ansari
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59 views

Financial Derivatives Call & Put Option Group Members: Assignment On

This document contains information about call and put options. It includes payoff diagrams for long call, short call, long put, and short put options. The diagrams show the payoff and profit at different spot prices for each option type. They have an exercise price of $45 and an option price of $8.

Uploaded by

Aqid Ahmed Ansari
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Financial Derivatives

FIN3201
ASSIGNMENT ON
CALL & PUT OPTION

GROUP MEMBERS
17221026
17221036
17221046
17221054
17221090
LONG CALL OPTION

Exercise Price $45.00


Option Price $8.00

Spot Price Payoff Profit


0 0 -8
5 0 -8
10 0 -8
15 0 -8 60
20 0 -8
50
25 0 -8
30 0 -8 40

35 0 -8 30
40 0 -8
20
45 0 -8
50 5 -3 10
55 10 2
0
60 15 7 0 5 10 15 20 25 30 35 4
65 20 12 -10
70 25 17
-20
75 30 22
80 35 27
85 40 32
90 45 37
95 50 42
100 55 47
5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100

Payoff Profit
SHORT CALL OPTION

Exercise Price $45.00


Option Price $8.00

Spot Price Payoff Profit


0 0 8
5 0 8
10 0 8
15 0 8 20
20 0 8
10
25 0 8
30 0 8 0
0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 9
35 0 8 -10
40 0 8
45 0 8 -20

50 -5 3 -30
55 -10 -2
-40
60 -15 -7
65 -20 -12 -50
70 -25 -17
-60
75 -30 -22
Payoff Profit
80 -35 -27
85 -40 -32
90 -45 -37
95 -50 -42
100 -55 -47
50 55 60 65 70 75 80 85 90 95 100

Profit
LONG PUT OPTION

Exercise Price $45.00


Option Price $8.00

Spot Price Payoff Profit


0 45 37
5 40 32
10 35 27
15 30 22 50
20 25 17
40
25 20 12
30 15 7 30
35 10 2
40 5 -3 20

45 0 -8
10
50 0 -8
55 0 -8 0
60 0 -8 0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90
-10
65 0 -8
70 0 -8 -20
75 0 -8
Payoff Profit
80 0 -8
85 0 -8
90 0 -8
95 0 -8
100 0 -8
50 55 60 65 70 75 80 85 90 95 100

ff Profit
SHORT PUT OPTION

Exercise Price $45.00


Option Price $8.00

Spot Price Payoff Profit


0 -45 -37
5 -40 -32
10 -35 -27
15 -30 -22 20
20 -25 -17
10
25 -20 -12
30 -15 -7 0
35 -10 -2 0 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90
40 -5 3 -10

45 0 8
-20
50 0 8
55 0 8 -30
60 0 8
-40
65 0 8
70 0 8 -50
75 0 8
Payoff Profit
80 0 8
85 0 8
90 0 8
95 0 8
100 0 8
50 55 60 65 70 75 80 85 90 95 100

ff Profit

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