Let me explain why it is equivalent to a short put

来源: burrito 于 2005-12-23 08:49:21 [档案] [旧帖] [给我悄悄话] 阅读数 : 0 (130 bytes)

回答: 到期日如跌不破$72.57, 将有赢利. 最大赢利:500*(80-72.57)+5*100*1. 由 24161 于 2005-12-23 08:18:43

It is based on a put-call parity. C-P=S-K ==>P=C-S+K=1.1*500+80*500-73.56*500, which is eactly equal to his max payoff. That is it

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