Quant interview questions

389 questions · page 5 of 10 · Clear filters

• You buy the $100 straddle for a combined premium of $12. What is the upper breakeven?Options: fundamentals and arbitrage · Foundation
• You buy the $50 put for $3 and the stock settles at $44. What is your profit per share?Options: fundamentals and arbitrage · Foundation
• You sell the $90 put for $2.50.Options: fundamentals and arbitrage · Foundation
• You own stock bought at $100 and sell the $110 call against it for $3.Options: fundamentals and arbitrage · Foundation
• A stock trades at $50. Which of these options is in the money?Options: fundamentals and arbitrage · Foundation
• You buy 5 call contracts at a quoted price of $2.40.Options: fundamentals and arbitrage · Foundation
• You buy stock at $100 and the $95 put for $4.Options: fundamentals and arbitrage · Foundation
• You buy a call and sell a put with the same strike and expiry.Options: fundamentals and arbitrage · Foundation
• You buy the $95 put for $2 and the $105 call for $3.Options: fundamentals and arbitrage · Foundation
• You sell the $100 put for $5 and buy the $95 put for $2.50.Options: fundamentals and arbitrage · Foundation
• You own stock at $100, buy the $90 put for $3 and sell the $110 call for $3.Options: fundamentals and arbitrage · Foundation
• When is it optimal to exercise an American call early on a stock paying no dividends?Options: fundamentals and arbitrage · Applied
• A stock trades at $100 with no dividends.Options: fundamentals and arbitrage · Applied
• You sell the $95 put and the $105 call, and buy the $90 put and the $110 call…Options: fundamentals and arbitrage · Applied
• You buy the 25-delta call and sell the 25-delta put on the same expiry.Options: fundamentals and arbitrage · Applied
• Rates are zero. Calls on the same expiry are quoted at $12 for the $90 strike.Options: fundamentals and arbitrage · Applied
• The three-month $100 call trades at $5 and the six-month $100 call at $4, on a…Options: fundamentals and arbitrage · Applied
• A stock is at $100 with no dividends.Options: fundamentals and arbitrage · Applied
• Rates are zero. A stock at $100 will pay a $3 dividend before expiry.Options: fundamentals and arbitrage · Applied
• A one-year European box spread with strikes $100 and $120 trades at $19.20.Options: fundamentals and arbitrage · Applied
• You buy the 95 call, sell two 100 calls and buy the 105 call for a net debit of $1.50.Options: fundamentals and arbitrage · Applied
• You buy one $100 call for $5 and sell two $110 calls for $2 each.Options: fundamentals and arbitrage · Applied
• You sell a one-month at-the-money call and buy a three-month call at the same strike.Options: fundamentals and arbitrage · Applied
• Rates are zero. The $100 call is quoted at $9.40 and the $105 call at $4.00, same expiry.Options: fundamentals and arbitrage · Applied
• What is the most a one-year European put with a $100 strike can be worth when…Options: fundamentals and arbitrage · Applied
• You are short a deep in-the-money American call on a stock going ex-dividend tomorrow.Options: fundamentals and arbitrage · Applied
• A stock at $100 goes ex a $3 dividend tomorrow.Options: fundamentals and arbitrage · Applied
• A stock trades at $100 with no dividends and rates are 5% continuously compounded.Options: fundamentals and arbitrage · Advanced
• Calls on the same expiry are quoted at $11.50 for the $95 strike, $7 for the…Options: fundamentals and arbitrage · Advanced
• European options, interest rates at zero.Options: fundamentals and arbitrage · Advanced
• You are short a call struck at exactly where the stock is trading into the…Options: fundamentals and arbitrage · Advanced
• When should you exercise an American call early?Options: fundamentals and arbitrage · Advanced
• A stock is at $100 with no dividends.Options: fundamentals and arbitrage · Advanced
• Puts on the same expiry are quoted at $2 for the $90 strike, $6 for the $100…Options: fundamentals and arbitrage · Advanced
• Rates are high and a stock on which you hold an American put has collapsed to near zero.Options: fundamentals and arbitrage · Advanced
• A stock at $100 goes to $120 or $90 in one period, rates are zero.Option pricing models · Foundation
• In a Cox–Ross–Rubinstein tree with monthly steps and 30% annual volatility…Option pricing models · Foundation
• A one-period tree has u = 1.2, d = 0.85 and a growth factor R = 1.03.Option pricing models · Foundation
• What does the Black–Scholes formula give for a one-year at-the-money call on a…Option pricing models · Foundation
• A stock is at $100 and in one year moves to either $120 or $80.Option pricing models · Applied · Free solution