Options & Futures
Options & Futures
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In May 2006 a European Call Option with a January 2007 expiration and Exercise Price of $55 per share is sold for $6.50. Assuming the stock price is $70 in October 2006. What is the profit?
None of the above
How does the price of a Call Option respond to an increase in Exercise Price?
Remains the same
The profitability of a Short Call Position is:
Limited to call option premium
Limited to exercise price
The initial Forward Price is the Delivery Price that would make the contract have a zero value.
A difference between Forwards and Futures is:
Forwards are traded over the counter while Futures at the exchange
All of the above
Futures are settled at Maturity and Forwards everyday
The Upper Bound of the value of a Call Option is ...
Price of the underlying asset
ABC Inc. and XYZ Inc. try to hire you. They offer you the same package of executive Stock Options. The only difference is that Stock Price volatility is 22% for ABC Inc. and 26% for XYZ Inc. What is the best option for you?
Executive stock option package from another company with less Stock Price volatility.
If Price of the Stock underlying a Call Option on the date of maturity is equal to Exercise Price, which of the following is true?
Residual value is maximized
None of the above
Time value is minimized
Intrinsic value is zero
If Price of the Stock underlying a Put Option on the date of maturity is above the Exercise Price, the Put Option is said to be:
Out of the money
In the money
At the money
Which of the following statements about warrants is/are true?
Warrants allow their holder to buy a share of the firm’s stock at a fixed price before a set date.
Warrants are long-term call options.
Warrants may provide their holder with profit in times of declining share prices.
Warrants have to be realized within a set time.
Warrants may be attached to straight bonds.
Which of the following statements about options are true?
The buyer of a put option is obliged to perform if prices for the underlying asset increase.
The potential for loss to the buyer of an option is limited to the option premium.
Options may not be traded.
Call options give its buyer the right to buy the underlying asset at a predetermined price.
The buyer of an option will get back the option premium if the option is not exercised.
An option will be profitable to its buyer…
If the price for the underlying asset increases above the exercise price and the option was a put option.
If the price for the underlying asset decreases below the exercise price and the option was a put option.
If the price of the underlying asset remains constant and the option was either a call option or a put option.
If the price of the underlying asset decreases below the exercise price and the option is a call option.
If the price of the underlying asset increases above the exercise price and the option is a call option.
Which of the following are features of a futures contract?
In a futures contract the price that will be paid for the underlying asset is fixed only under reserve and can still be changed until the transaction is performed.
In a futures contract both parties are obliged to serve the contract.
Futures contracts are only concluded directly between the two contractual partners.
A futures contract can only be concluded for financial assets.
In a futures contract the price that will be paid for the underlying asset is fixed but will not be paid until an agreed date in the future.
When actual Futures Price is above expected spot price, investors will tend to _________ futures and the situation is known as ___________:
Using Replicating Portfolio method, what is the value of Call Option if exercise price is €50, current stock price is €50 and is expected to deviate to either €45 or €60 within next 6 months; risk-free interest rate is 4% p.a.?
Using Risk-Neutral method, what is the value of Put Option if exercise price is €50, current stock price is €50 and is expected to deviate to either €45 or €60 within next 6 months; risk-free rate of return is 4% p.a.?
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