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5837Roll Implied Spread From AutocovarianceUnder Roll's model, transaction price changes have a first-order serial autocovariance of -0.0009 (in price-squared units). Estimate the implied effective spread.金融与交易中等数值题未尝试面试订阅5838Round-Trip Half-Spread CostQuotes are 80.00 bid / 80.10 ask and stay constant. A trader buys 500 shares at the ask, then later sells the same 500 shares at the bid. What is the total dollar cost of crossing the spread on the round trip, and what is it as a multiple of the half-spread per share?金融与交易简单数值题未尝试面试订阅5839Relative Spread In Basis PointsStock A trades around 20.00 with a quoted spread of 0.04; stock B trades around 200.00 with a quoted spread of 0.30. Express each quoted spread in basis points of its midpoint, and state which name is more expensive to cross on a relative basis.金融与交易简单数值题未尝试面试订阅5840Long Strangle Break-EvensA long strangle buys a put with strike 95 for premium 2 and a call with strike 105 for premium 3, where 105>95. What are the lower and upper break-even prices at expiry, and the total distance between them?金融与交易简单数值题未尝试免费5841Bear Put Spread EconomicsYou buy a put with strike 110 for premium 7 and sell a put with strike 100 for premium 3, where 110>100. What are the net debit, the break-even stock price, and the maximum profit at expiry?金融与交易中等数值题未尝试免费5842Long Call Butterfly ProfileA long call butterfly buys one 90 call, sells two 100 calls, and buys one 110 call for a net debit of 2 (strikes equally spaced). What is the maximum profit, the stock price at which it occurs, and the maximum loss?金融与交易中等数值题未尝试免费5843Long Call Break-Even and Loss FloorYou buy a single call with strike 50 for premium 4. What is the break-even stock price at expiry, the maximum possible loss, and the profit if the stock ends at 61?金融与交易简单数值题未尝试免费5844Long Put Maximum GainYou buy a single put with strike 40 for premium 3. What is the break-even stock price at expiry and the maximum possible profit on the position?金融与交易简单数值题未尝试免费5845Zero-Cost-ish Collar BoundsYou own stock at 100, buy a put with strike 90 for premium 4, and sell a call with strike 115 for premium 3. What is the net premium paid, the maximum profit, and the maximum loss of the collar at expiry?金融与交易中等数值题未尝试免费5846Name the Strategy from Its PayoffA position's expiry profit is flat and negative for low stock prices, slopes upward through a single break-even, then becomes flat and positive (capped) for high stock prices, with a kink at each of two strikes. No stock is held. Name the simplest two-leg option strategy that produces this profile and state its directional bias.金融与交易中等数值题未尝试免费5847Risk Reversal Payoff RegionsWith no stock position, you sell a put with strike 90 for premium 5 and buy a call with strike 110 for premium 5, where 110>90. What is the net premium, and what is the position's profit at expiry if the stock ends at (a) 80 and (b) 120?金融与交易中等数值题未尝试免费5848Short Straddle Profit and RiskYou sell (write) a straddle at strike 100, collecting a call premium of 6 and a put premium of 7. What is the maximum profit, the two break-even prices, and the profit if the stock ends at 118?金融与交易中等数值题未尝试免费5849Identify the Volatility StructureA position's expiry profit is large and positive far below a price L, declines linearly to a single flat negative minimum across a middle range, then rises linearly again and becomes large and positive far above a price U>L. No stock is held and the minimum loss is bounded. Name the simplest option strategy with this profile and the view it expresses.金融与交易中等数值题未尝试免费