What is the intrinsic value of the call

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You short one IBM July 90 call contract for a premium of $4 and two puts for a premium of $3 each. You hold the position until the expiration date, when IBM stock sells for $95 per share. You will realize a total profit of __________ on this.

An investor enters a long call at a premium of $2.50 with a strike price of $35. If the current stock price is $35.10, what is the break-even price for the investor?

An American-style call option with six months to maturity has a strike price of $35. The underlying stock now sells for $43. The call premium is $12.

What is the intrinsic value of the call?

What is the time value of the call?

If the company unexpectedly announces it will pay its first-ever dividend 3 months from today, you would expect that the value of the call would increase, decrease, or remain unchanged?

Reference no: EM133056296

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