Suppose you buy one SPX call option with a strike of 2135 and write one SPX...

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Finance

Suppose you buy one SPX call option with a strike of 2135 andwrite one SPX call option with a strike of 2195. What are thepayoffs at maturity to this position for S&P 500 Index levelsof 2050, 2100, 2150, 2200, and 2250? (A negative valueshould be indicated by a minus sign. Leave no cells blank - becertain to enter "0" wherever required.)

Indexlevel          Longcall payoff Short callpayoff             Total payoff

2050                                      

2100                                      

2150                                      

2200                                      

2250                                      

2.

StrikeCallsPuts
ClosePriceExpirationVol.LastVol.Last
Hendreeks
103100Feb725.20502.40
103100Mar418.40294.90
103100Apr1610.68106.60
103100Jul814.30210.10

Suppose you buy 25 February 100 call option contracts. Hendreeksstock is selling for $105.50 per share on the expiration date. Howmuch is your options investment worth? What if the stock price is$101.40 on the expiration date? (Do not round intermediatecalculations.)

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1long call payoffIf stock price at expiry strike price payoff stock priceat expiry strike priceIf stock price at expiry strike    See Answer
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Suppose you buy one SPX call option with a strike of 2135 andwrite one SPX call option with a strike of 2195. What are thepayoffs at maturity to this position for S&P 500 Index levelsof 2050, 2100, 2150, 2200, and 2250? (A negative valueshould be indicated by a minus sign. Leave no cells blank - becertain to enter "0" wherever required.)Indexlevel          Longcall payoff Short callpayoff             Total payoff2050                                      2100                                      2150                                      2200                                      2250                                      2.StrikeCallsPutsClosePriceExpirationVol.LastVol.LastHendreeks103100Feb725.20502.40103100Mar418.40294.90103100Apr1610.68106.60103100Jul814.30210.10Suppose you buy 25 February 100 call option contracts. Hendreeksstock is selling for $105.50 per share on the expiration date. Howmuch is your options investment worth? What if the stock price is$101.40 on the expiration date? (Do not round intermediatecalculations.)

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