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A stock is currently trading at 55. You hold a portfolio of the following

Your portfolio:
A stock is currently trading at 55. You hold a portfolio of the following instruments:
• Long 200 shares of stock • Long 200 puts with a strike of 50 and maturity of three months (T=13/52) • Short 200 calls with a strike of 60 and maturity of three months (T=13/52)
All of the options are European options and each option is on 1 share.
This portfolio information and information on interest rate and dividend are contained in the attached Excel file (rows 1-4).
Prices of various options (including the ones held in your portfolio) are listed in the Excel file (see rows 6-12).

Nov 23 2019 View more View Less

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