Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. find the break-even point (s), profitability, loss

Find the break-even point (s), profitability, losses,overall delta position, overall gamma position, overall theta position...

70.2K

Verified Solution

Question

Finance

Find the break-even point (s), profitability, losses,overall delta position, overall gamma position, overall theta position and overall vega position for the following spread. ( this is the complete question given)

LONG STRADDLE stock
strike premium 50
call buy 50 5
put buy 50 5
call buy put buy net payoff
20 -5 25 20
21 -5 24 19
22 -5 23 18
23 -5 22 17
24 -5 21 16
25 -5 20 15
26 -5 19 14
27 -5 18 13
28 -5 17 12
29 -5 16 11
30 -5 15 10
31 -5 14 9
32 -5 13 8
33 -5 12 7
34 -5 11 6
35 -5 10 5
36 -5 9 4
37 -5 8 3
38 -5 7 2
39 -5 6 1
40 -5 5 0
41 -5 4 -1
42 -5 3 -2
43 -5 2 -3
44 -5 1 -4
45 -5 0 -5
46 -5 -1 -6
47 -5 -2 -7
48 -5 -3 -8
49 -5 -4 -9
50 -5 -5 -10
51 -4 -5 -9
52 -3 -5 -8
53 -2 -5 -7
54 -1 -5 -6
55 0 -5 -5
56 1 -5 -4
57 2 -5 -3
58 3 -5 -2
59 4 -5 -1
60 5 -5 0
61 6 -5 1
62 7 -5 2
63 8 -5 3
64 9 -5 4
65 10 -5 5
66 11 -5 6
67 12 -5 7
68 13 -5 8
69 14 -5 9
70 15 -5 10
71 16 -5 11
72 17 -5 12
73 18 -5 13
74 19 -5 14
75 20 -5 15
76 21 -5 16
77 22 -5 17
78 23 -5 18
79 24 -5 19
80 25 -5 20

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Basic Math
1.2K views

Which of the following best explains why union membership affects the salaries of different genders...

Advance Math
1.2K views

solve using undetermined coefficients. y''' + 2y'' -y'-2y= 24e^-3t + 48t^2; y(0)=y'(0)=y''(0)=0

Accounting
1.2K views

Simon Company’s year-end balance sheets follow. At December 31 Current Yr 1 Yr Ago 2 Yrs Ago Assets Cash $ 35,940 $ 42,011 $ 43,761 Accounts receivable, net 89,000 62,600 51,100 Merchandise...

Biology
1.2K views

If eye color is sex linked and R red eyed and r white eyed which...

Calculus
1.2K views

A rock weighing 32 0 g is placed in a graduated cylinder displacing the volume...

Accounting
1.2K views

If a portfolio had a return of 17%, the risk-free asset return was 6%, and...

Accounting
1.2K views

Discuss briefly the output necessary for effective and efficient custodial and financial control of fixed...

Accounting
1.2K views

On August 1, 2022, Maglin Corp. purchased equipment for $3,799,800. The salvage value of the...

Accounting
1.2K views

The Andrews Company sells a product for $10. Budgeted sales for the first quarter of...

Accounting
1.2K views

Piavies 2 n26 Cash Management 169 PASE 1. Which of the following would be included...

Accounting
1.2K views

how does accounting for corporstions differ from accounting for proprietorships?

Finance
1.2K views

Please! What type of institutional structure is best for a marketing research department in...