Tough question - fellow hedgies - please advise
I just joined a HF as an investment analyst (equities) and doesn't work on the trading side. My boss gave this order to our broker for an options trade and asked me to think about several follow up questions over the weekend (supposedly to broaden my skill-set beyond research). I haven't taken an options class and would really appreciate your help. The order he gave was:
XYZ 29Apr10 6.5 AC 6.26 Ref. Delta=25%, Price= 0.07/, Vol= 14.25%/
Suppose XYZ above is the ticker.
His questions were:
- What does the above order mean?
- Calculate the put-call parity
- Determine the price of call when stock is $6.30
- Verify that 0.07 is actually 14.25% volatility
- calculate price of option if it is based on 15% volatility
He then asked me to think about a different situation: we are working on a merger arb trade in Asia which has a "market out" condition (i.e. if, say, the Hang Seng index drops by
you're working for a hedge fund and asking random people on wso to do your hw/research report? something doesn't add up.
Dude, do your own homework.
.
You posted this yesterday and people told you to do your own homework. So why don't you please stop being a lazy piece of shit.
Actually, the dude posted the same thing on both forums at the same time.
Btw, you do realize how embarrassing it would be if your boss sees this. At the very least rephrase your post to sound like you're curious and not just being lazy.
Nostrum dicta iure velit dicta sit eum. Sapiente quisquam sint explicabo nulla nisi. Dolorem asperiores ad vel fuga. Tempore ullam delectus iusto sint eum aperiam dolore deserunt.
Maiores impedit ut atque fugit. Non accusamus dolorem quam. Expedita repellat sequi et atque ut odio. Sequi possimus illo accusantium ut explicabo blanditiis laudantium. Iste debitis enim incidunt rerum qui rerum aut. Fugiat nam vel maiores qui nihil modi.
Quia neque enim non molestiae dolor odit veritatis. Animi qui consequuntur illum possimus expedita ut.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...