Giventhatfutures

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: _______________ 10. For put options, what factors influenced the price between 11/15/200 and 11/28/2011? 11. How would your answer to 10 differ for call options? 12. Between 12/6/2011 and 12/9/2011, what happened to call option premium? Given that futures contract prices changed very little and interest rates have little impact on options prices, what cause the change between 12/6/2011 and 12/9/2011? Name: _________________________________ 13. Using 11/19/2011 prices, illustrate positions to implement put‐call parity? 14. Why is put‐call parity important? 15. What information do you need to know to calculate the theoretical futures index price on 11/15/2011? Name: _________________________________ 16. Between 11/15/2011 and 11/28/2011, describe the total gains and total losses that existed in the S&P 500 December 2011 contract? Specifically focus on the relationship between total gains and total losses. 17. How could you determine the volatility of the market on 11/28/2011? Illust...
View Full Document

This note was uploaded on 02/06/2014 for the course ACES 444 taught by Professor Staff during the Fall '12 term at University of Illinois, Urbana Champaign.

Ask a homework question - tutors are online