47. Options - some simple examples.

47. Options - some simple examples. - Options Examples...

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Unformatted text preview: Options - Examples Holder of a call option (E = $40) Payoff at expiration if S1 = $38 Writer of a call option (E = $45) Payoff at expiration if S1 = $50 Holder of a call option (E = $60) Payoff at expiration if S1 = $63 Writer of a call option (E = $50) Payoff at expiration if S1 = $48 Holder of a put option (E = $40) Payoff at expiration if S1 = $38 Writer of a put option (E = $45) Payoff at expiration if S1 = $50 Holder of a put option (E = $60) Payoff at expiration if S1 = $63 Writer of a put option (E = $50) Payoff at expiration if S1 = $48 ...
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This note was uploaded on 06/02/2011 for the course STATS 183 taught by Professor Nicolas during the Spring '11 term at UCLA.

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