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数学代写|金融衍生品代写Financial Derivatives代考|NE00CC07 DESCRIBE THE PAY OFF CALL AND PUT OPTION?

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数学代写|金融衍生品代写Financial Derivatives代考|DESCRIBE THE PAY OFF CALL AND PUT OPTION?

Call and Put Options: Description and payoff Diagrams
A call options gives the buyer of the option the right to buy the underlying asset at a fixed price, called the strike or the exercise price, it any time prior to the expiration date of the option. The buyer pays a price for this right. If at expiration, the value of the asset is less than the strike price, the option is not exercised and expires worthless. If, on the other hand, the value of the asset is greater than the strike price, the option is exercisedthe buyer of the option buys the asset (stock) at theexercise price. And the difference between the asset value and the exercise price comprises the gross profit on the option investment. The net profit on the investment is the difference between the gross profit and the price paid for the call initially.

A payoff diagram illustrates the cash pay off on an option at expiration. For a call, the net payoff is negative (and equal to the price paid for the call) if the value of the underlying asset is less than the strike price. If the price of the underlying asset exceeds the strike price, the gross pay off is the difference between the value of the underlying asset and the strike price and the net pay off is the difference between the gross payoff and the price of the call.

数学代写|金融衍生品代写Financial Derivatives代考|INTEREST RATE OPTION

Interest Rate Collar
Cap- a series of European interest rate call options used to protect against rate moves above a set strike level.

Floor- a series of European interest rate put options used to protect against rate moves below a set strike level.
Recall some basic option valuation points, and apply them to caps and floors:
The buyer of a cap receives a cash payment from the seller. The payoff is the maximum of 0 or 3-month LIBOR minus $4 \%$ times the notional principal amount.

If 3 month LIBOR exceeds $4 \%$ the buyer receives cash from the seller and nothing otherwise.
At maturity, the cap expires.

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