开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

非恒名 · 2024年01月23日

Seagull期权还需要掌握吗

  1. CFA III
  2. Derivative

* 问题详情，请 查看题干

NO.PZ202212300200003401

问题如下：

Given the information in Exhibit 1, the minimum cost of implementing a bullish seagull strategy, using strike prices of $490 and $530, is closest to:

选项：

A.

$16.83

B.

$22.47

C.

$23.63

解释：

Correct Answer: A

A bullish seagull strategy involves a bull call spread (debit call spread) and the sale of an OTM put.

The three positions involve:

Buying an in-the-money (ITM) call at strike $490 by paying a premium $23.05

Selling an OTM call at strike $530 by receiving a premium $3.40

Selling an OTM put at strike $490 by receiving a premium $2.82

Cost of bullish seagull strategy is $23.05 – $3.40 – $2.82 = $16.83

没有在考纲里看到了呀，需要背吗

添加评论
1 个答案

pzqa31 · 2024年01月24日

嗨，从没放弃的小努力你好：


还在，了解一下吧。

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

  • 1

    回答

  • 0

    关注

  • 216

    浏览
相关问题

NO.PZ202212300200003401 问题如下 Given the information in Exhibit 1, the minimum cost of implementing abullish seagull strategy, using strike prices of $490 an$530, is closest to: A.$16.83 B.$22.47 C.$23.63 CorreAnswer: bullish seagullstrategy involves a bull call spre(bit call sprea anthe sale of OTMput.The three positions involve:Buying in-the-money(ITM) call strike $490 paying a premium $23.05 Selling OTM call atstrike $530 receiving a premium $3.40Selling OTM put atstrike $490 receiving a premium $2.82Cost of bullish seagullstrategy is $23.05 – $3.40 – $2.82 = $16.83 关于 bull seagull 和beseagull

2024-07-15 20:19 1 · 回答

NO.PZ202212300200003401问题如下 Given the information in Exhibit 1, the minimum cost of implementing abullish seagull strategy, using strike prices of $490 an$530, is closest to: A.$16.83B.$22.47C.$23.63 CorreAnswer: bullish seagullstrategy involves a bull call spre(bit call sprea anthe sale of OTMput.The three positions involve:Buying in-the-money(ITM) call strike $490 paying a premium $23.05 Selling OTM call atstrike $530 receiving a premium $3.40Selling OTM put atstrike $490 receiving a premium $2.82Cost of bullish seagullstrategy is $23.05 – $3.40 – $2.82 = $16.83 先不管是bullish还是bearish, 有一个疑问，上课的时候老师说过, seagull的头寸应该是4条腿，是＝long stock+long put＋short call+short put,就算题目变成bullish seagull, 也应该是4条腿组成，为什么解析里面不考虑stock那条腿的头寸？另外一个问题，计算时为什么只考虑期权费，不考虑其他的，比如下图，波浪线划出来的为什么不计算进去。我发现不止这一题，有些题目是要考虑波浪线的，有些题只加减期权费，又有些题只加减波浪线不管期权费，这个可以请老师区分下哪种情况用哪种计算方式吗？

2024-05-21 03:33 1 · 回答

NO.PZ202212300200003401问题如下 Given the information in Exhibit 1, the minimum cost of implementing abullish seagull strategy, using strike prices of $490 an$530, is closest to: A.$16.83B.$22.47C.$23.63 CorreAnswer: bullish seagullstrategy involves a bull call spre(bit call sprea anthe sale of OTMput.The three positions involve:Buying in-the-money(ITM) call strike $490 paying a premium $23.05 Selling OTM call atstrike $530 receiving a premium $3.40Selling OTM put atstrike $490 receiving a premium $2.82Cost of bullish seagullstrategy is $23.05 – $3.40 – $2.82 = $16.83 题目中从哪可以判断我应该用bull c preashort p，还是bull p spreashort c

2024-01-31 14:23 1 · 回答

NO.PZ202212300200003401问题如下 Given the information in Exhibit 1, the minimum cost of implementing abullish seagull strategy, using strike prices of $490 an$530, is closest to: A.$16.83B.$22.47C.$23.63 CorreAnswer: bullish seagullstrategy involves a bull call spre(bit call sprea anthe sale of OTMput.The three positions involve:Buying in-the-money(ITM) call strike $490 paying a premium $23.05 Selling OTM call atstrike $530 receiving a premium $3.40Selling OTM put atstrike $490 receiving a premium $2.82Cost of bullish seagullstrategy is $23.05 – $3.40 – $2.82 = $16.83 还在考纲里讲义就不放了是吧？

2024-01-31 08:50 1 · 回答