Derivatives and Risk Management Assignment – Barbra Dozier’s Blog
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ASX Price of Call Option
Strike Price
K=
6289.7
Stock Price
S=
6194.6
Premium Call Option=
40
Stock Price
Value of Call Option
Profit
6150
0
-40
6160
0
-40
6170
0
-40
6180
0
-40
6190
0
-40
6200
0
-40
6210
0
-40
6220
0
-40
6230
0
-40
6240
0
-40
6250
0
-40
6260
0
-40
6270
0
-40
6280
0
-40
6290
0.3
-39.7
6300
10.3
-29.7
6310
20.3
-19.7
6320
30.3
-9.7
6330
40.3
0.3
6340
50.3
10.3
6350
60.3
20.3
6360
70.3
30.3
6370
80.3
40.3
6380
90.3
50.3
6390
100.3
60.3
6400
110.3
70.3
6410
120.3
80.3
6420
130.3
90.3
6430
140.3
100.3
6440
150.3
110.3
6450
160.3
120.3
6460
170.3
130.3
6470
180.3
140.3
6480
190.3
150.3
6490
200.3
160.3
6500
210.3
170.3
6510
220.3
180.3
6520
230.3
190.3
6530
240.3
200.3
6540
250.3
210.3
6550
260.3
220.3
6560
270.3
230.3
6570
280.3
240.3
6580
290.3
250.3
6590
300.3
260.3
6600
310.3
270.3
6610
320.3
280.3
6620
330.3
290.3
6630
340.3
300.3
6640
350.3
310.3
6650
360.3
320.3
6660
370.3
330.3
6670
380.3
340.3
6680
390.3
350.3
6690
400.3
360.3
6700
410.3
370.3
