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* ST2IFM-2526PSA01 - Introduction aux marchés financiers (INGE-2-SEM-A, INGE-2)

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If an investor buys 25 call

options at €4 each with a strike price of €100, and the underlying share

price rises to €106 at expiration, what is the total profit from the

options?

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How would you enter an expiration of 6 months into the time to maturity

variable on the Black-Scholes calculation?

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Which of the following is the best

definition for the term 'financial derivative?'

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What is true about a put option?

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What is true about a call option?

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What is the difference between a 'call' and 'put' option?

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What is a "preferred" stock

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