求解一道OPTION 的题目 纠结 2天了..........

1) The following call and put options are on the same stock and have the same expiration
date. Given the following strike prices and call/put premiums of the option contracts:
Strike Price $ 130     140           150        160       170
Call Price $ 26.6         20.4         15.3       11.2      8.1
Put Price $ 5.9          9.6             14.5       20.4      27.2
Answer the following questions and use a payoff/profit diagram to illustrate your answer.
Option prices are per share, but option contracts are for 100 shares.
a. Calculate the maximum loss of the following trading strategy: write 2 calls with a strike
price of $130, buy 4 calls with a strike price of $150 , and buy 3 puts with a strike price
of $170.
b. Calculate the breakeven points of the above options trading strategy.

关于问题A 我自己的理解是BUY CALL AND BUY PUT has limited loss, that is, paid premium: 4* 15.3,  3* 27.2.
how to calculate the loss of the write 2 calls with a strike price of $130 ?
我认为是 v = premium - max (s-x,0) = 26.6 - max ( S - 130, 0 )

但是怎么画出相应的图阿.................求解答阿

a. max loss = 69.6, when S = 150
b. BEPs = 136.08 and 214.8

phill 发表于 2012-5-26 12:07
a. max loss = 69.6, when S = 150
b. BEPs = 136.08 and 214.8

能稍微给点解释么0.0

phill 发表于 2012-5-26 12:07
a. max loss = 69.6, when S = 150
b. BEPs = 136.08 and 214.8

能稍微 给点解释么 3Q

check if i was right, then think how the payoffs occur as a combination, in each price band