hw3_Derivatives_#5

hw3_Derivatives_#5 - S0 Rfr 151.84 3.9050...

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151.84 http://www. 3.9050% http://www. Long calls and short uncovered calls: strike price plus premium Strike Symbol Last rate of rtn 60 91 67% 0.84 0.01 61 90.4 68% 0.44 0 62 89.55 70% 0.29 0 63 88.45 72% 0.39 0 64 87.6 73% 0.24 0 65 86.3 76% 0.54 0 66 85.6 77% 0.24 0 67 84.8 79% 0.04 0 68 83.05 83% 0.79 0.01 69 82.4 84% 0.44 0 70 81.4 87% 0.44 0 71 80.25 89% 0.59 0 72 79.25 92% 0.59 0 73 78.65 93% 0.19 0 74 77.65 96% 0.19 0 75 76.45 99% 0.39 0 76 75.3 102% 0.54 0 77 74.85 103% -0.01 0 78 73.3 107% 0.54 0 79 72.5 109% 0.34 0 80 71.5 112% 0.34 0 81 69.55 118% 1.29 0.01 82 68.55 122% 1.29 0.01 83 68.75 121% 0.09 0 84 66.5 128% 1.34 0.01 85 66.65 128% 0.19 0 86 65.75 131% 0.09 0 87 64.65 135% 0.19 0 88 63.95 137% -0.11 0 89 62.4 143% 0.44 0 90 61.95 145% -0.11 0 91 65.95 130% -5.11 0.03 92 59.65 155% 0.19 0 93 63.8 138% -4.96 0.03 94 58 162% -0.16 0 95 62 145% -5.16 0.03 96 60.95 149% -5.11 0.03 97 57.55 164% -2.71 0.02 98 53.9 182% -0.06 0 S0 Rfr CALL OPTIONS SWVLH.X SWVLI.X SWVLJ.X SWVLK.X SWVLL.X SWVLM.X SWVLN.X SWVLO.X SWVLP.X SWVLQ.X SZCLR.X SZCLS.X SZCLT.X SZCLU.X SZCLV.X SZCLW.X SZCLX.X SZCLY.X SZCLZ.X SZCLA.X SZCLB.X SZCLC.X SZCLD.X SZCLE.X SZCLF.X SZCLG.X SZCLH.X SZCLI.X SZCLJ.X SZCLK.X SWGLL.X SWGLM.X SWGLN.X SWGLO.X SWGLP.X SWGLQ.X SWGLR.X SWGLS.X SWGLT.X
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99 53.15 186% -0.31 0 100 50 204% 1.84 0.01 101 53.6 183% -2.76 0.02 102 52.85 187% -3.01 0.02 103 53.75 182% -4.91 0.03 104 52.7 188% -4.86 0.03 105 45 237% 1.84 0.01 106 44.45 242% 1.39 0.01 107 47.95 217% -3.11 0.02 108 43.65 248% 0.19 0 109 42.8 255% 0.04 0 110 47.1 222% -5.26 0.03 111 41 270% -0.16 0 112 40.1 279% -0.26 0 113 43.85 246% -5.01 0.03 114 43.1 252% -5.26 0.03 115 38.3 296% -1.46 0.01 116 35.75 325% 0.09 0 117 36 322% -1.16 0.01 118 34.1 345% -0.26 0 119 37.95 300% -5.11 0.03 120 32.05 374% -0.21 0 121 35.95 322% -5.11 0.03 122 35.25 331% -5.41 0.04 123 34 347% -5.16 0.03 124 30.25 402% -2.41 0.02 125 27.15
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hw3_Derivatives_#5 - S0 Rfr 151.84 3.9050...

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