callPayoff <- function (S,E) pmax(0,S-E)
Sfinal <- 569.61 # close price AMZN 11th March
porubcansky <- function(S) +15*((callPayoff(S,520)-29.15)-(callPayoff(S,535)-19)-(callPayoff(S,555)-10)+(callPayoff(S,570)-6.3))
porubcansky(Sfinal)
## [1] -90.9
starinska <- function(x) callPayoff(x,515)-32.1-2*callPayoff(x,560)+2*8.3+2*callPayoff(x,510)-2*36.4
starinska(Sfinal)
## [1] 66.31
priesol.remiarova <- function(s) {
call1 <- callPayoff(s,510)
call2 <- callPayoff(s,530)
call3 <- callPayoff(s,565)
call4 <- callPayoff(s,570)
7*(call1-call2-call3+call4-36.40+21.80+6.90-6.30)
}
priesol.remiarova(Sfinal)
## [1] 9.73
kucharova <- function(S) 9*(-callPayoff(S,530)+21.8)+9*(callPayoff(S,515)-32.10)
kucharova(Sfinal)
## [1] 42.3
grecnar.relovsky <- function(x) {
pocet1<- 11; pocet2<- -11; pocet3<-2; pocet4<--2
cena1<-36.4; cena2<-27.8; cena3<-7.5; cena4<-10
pocet1*callPayoff(x,510)+pocet2*callPayoff(x,520)+pocet3*callPayoff(x,565)+pocet4*callPayoff(x,555)-pocet1*cena1-pocet2*cena2-pocet3*cena3-pocet4*cena4
}
grecnar.relovsky(Sfinal)
## [1] 0.4
kucminova <- function(S) {
call1<-callPayoff(S,510)
call2<-callPayoff(S,517.5)
14*((call1-36.4)+(-call2+29.55))
}
kucminova(Sfinal)
## [1] 9.1
befekteto <- function(S){
call1 <- callPayoff(S,510)
call2 <- callPayoff(S,540)
call3 <- callPayoff(S,570)
8*call1-16*call2+8*call3
}
befekteto(Sfinal)
## [1] 3.12
sostakova <- function(s){
call570<-callPayoff(s,570)-6.30
call567<-callPayoff(s,567.50)-6.95
7*call570+8*call567
}
sostakova(Sfinal)
## [1] -82.82
paalova <- function(S){
call510<-callPayoff(S,510)
call550<-callPayoff(S,550)
call570<-callPayoff(S,570)
5*(call510-36.4-call550*2+12*2+call570-6.3)
}
paalova(Sfinal)
## [1] 8.45
mitas.sopoci <- function(x){
pocet1<- 10; pocet2<- -10; pocet3<- 2; pocet4<- -2
cena1<- 36.4; cena2<- 27.8; cena3<- 14.85; cena4<- 8.3
E1<-510; E2<-520; E3<-545; E4<-560
pocet1*callPayoff(x,E1)+pocet2*callPayoff(x,E2)+pocet3*callPayoff(x,E3)+pocet4*callPayoff(x,E4)-pocet1*cena1-pocet2*cena2-pocet3*cena3-pocet4*cena4
}
mitas.sopoci(Sfinal)
## [1] 30.9
benkova.maly <- function(S){
8*callPayoff(S,530)-16*callPayoff(S,550)+8*callPayoff(S,570)-39.2
}
benkova.maly(Sfinal)
## [1] -36.08
kosik.kratky <- function(S) 13*callPayoff(S,510)-26*callPayoff(S,535)+13*callPayoff(S,560)-96.2
kosik.kratky(Sfinal)
## [1] -96.2
carsky.kocsisova <- function(s) 3*callPayoff(s,515)-32.1*3
carsky.kocsisova(Sfinal)
## [1] 67.53
gaskova <- function(S){
c25<- function(S) callPayoff(S,525)
c30<- function(S) callPayoff(S,530)
c45<- function(S) callPayoff(S,545)
c55<- function(S) callPayoff(S,555)
c57.5<- function(S) callPayoff(S,557.5)
c67.5<- function(S) callPayoff(S,567.5)
c70<- function(S) callPayoff(S,570)
3*((c25(S)-25.65)+2*(c30(S)-22.6)+(c45(S)-14.85)-8*(c55(S)-10)+(c67.5(S)-6.95)+3*(c70(S)-6.30))
}
gaskova(Sfinal)
## [1] 6.36
zubrietovska.mares <- function(x) 8*(callPayoff(x,517.5)-callPayoff(x,540)-callPayoff(x,560)+callPayoff(x,570)-30.55+16.40+8.30-6.30)
zubrietovska.mares(Sfinal)
## [1] 5.92