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papher · 2020年06月17日

问一道题：NO.PZ2020011901000080

  1. FRM I
  2. Financial Markets And Products

问题如下：

A trader thinks that the price of a stock currently priced at USD 70 will increase. The trader is trying to choose between buying 100 shares and buying European call options on 1,000 shares. The options cost USD 7 per option and have a strike price of USD 70 with a maturity of six months.

What is the breakeven stock price for which the two strategies give the same result? (Ignore the impact of discounting.)

选项：

解释：

We require

100(ST - 70) = 1,000(ST - 70) - 7,000

or

900ST = 70,000

The breakeven stock price is therefore 70,000/900 or 77.78.

buying European call options on 1,000 shares 是指买1000份call option,那如果 要表达 “买入标的物是1000shares股票的option” ，英文应该怎么表达 呢？

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1 个答案

小刘_品职助教 · 2020年06月17日

同学你好，

这个英文可以这么表达 供参考

purchase an option to buy 1000 shares 

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NO.PZ2020011901000080 问题如下 A trar thinks ththe priof a stocurrently priceUS70 will increase. The trar is trying to choose between buying 100 shares anbuying Europecall options on 1,000 shares. The options cost US7 per option anhave a strike priof US70 with a maturity of six months.Whis the breakeven stoprifor whithe two strategies give the same result? (Ignore the impaof scounting.) We require 100(ST - 70) = 1,000(ST - 70) - 7,000or 900ST = 70,000The breakeven stopriis therefore 70,000/900 or 77.78. 22章不是讲的option on 100 shares stock，那不是应该买了10份option？

2023-04-02 14:57 1 · 回答

NO.PZ2020011901000080 问题如下 A trar thinks ththe priof a stocurrently priceUS70 will increase. The trar is trying to choose between buying 100 shares anbuying Europecall options on 1,000 shares. The options cost US7 per option anhave a strike priof US70 with a maturity of six months.Whis the breakeven stoprifor whithe two strategies give the same result? (Ignore the impaof scounting.) We require 100(ST - 70) = 1,000(ST - 70) - 7,000or 900ST = 70,000The breakeven stopriis therefore 70,000/900 or 77.78. A trar thinks ththe priof a stocurrently priceUS70 will increase. The trar is trying to choose between buying 100 shares anbuying Europecall options on 1,000 shares. The options cost US7 per option anhave a strike priof US70 with a maturity of six months.Whis the breakeven stoprifor whithe two strategies give the same result? (Ignore the impaof scounting.)

2023-03-13 09:13 1 · 回答

NO.PZ2020011901000080 请问期权option 1个不是交易100股吗？一个期权是7 US总共1000股，不是应该买10个期权。70US期权费？

2022-02-27 00:43 1 · 回答