← 返回数学题库
5602数理金融中等数值题short

Event Straddle Outcome 2

题目

An at-the-money earnings straddle costs 2.4 when the stock is at 52. Ignore discounting and any post-event vol mark effects, and suppose the stock moves by 1.7 in absolute terms by expiry. What are the buyer and seller PnL per share, and who did better?

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案

buyer_pnl

seller_pnl

better