Class Name: Banking Class Evaluation Test
Class Session: Banking class evaluation test 10 - NAGERCOIL
Total Questions: 30 | Duration: 60 Mins
Impact cost is high, when the liquidity in the system is poor
Mr. X goes short in a future contract at Rs.100, at expiry the market closes at 120. He makes
You enter into a nifty 50 Futures contract to day, date of your test. What is the far month due date of the contract?
Mr. Ram took short position in Sensex 30 futures contract yesterday at 40,000, lot size 75. If margin prescribed by stock exchange is 5%, how much amount she deposited with her broker?
In the above futures contract if the Sensex reached today at 40,100. How much his a/c was debited or credited?
How a contract value is calculated?
There are 3 call option series February, March, April, with same strike price. Which will have highest option premium?
Higher the price volatility of the underlying stock of put option,
What role speculators play in Futures market?
The sensitivity of option premium to change in interest rate is measured by
You sold a put option on a share. The strike price of the put was Rs.245 and you received a premium of Rs.49 from option buyer. Theoretically, what can be the maximum loss on this position?
You have sold a call option of a share. The strike price of the call was Rs.245 and you received a premium of Rs.49 from option buyer. Theoretically what can be maximum loss on this position?
Current spot price of XYZ stock is Rs.286. Rs.260 strike call is quoted at Rs.45. What is its time value?
You sold one XYZ stock Futures contract at Rs.278 and the lot size is 1200. What is your profit (+) or Loss (-), if the purchase the contract back at Rs.265?
You have taken a short position of one futures contract, with contract multiplier of 50, at a price of Rs.3400. When you closed the position after a few days, you find you have made a profit of Rs.10,000. Which of the following actions enabled you to generate the profit, ignore other expenses
Which one is fair future price of a share , if spot price = Rs.750, contract maturity is 6 months (1/2 year) from date, Market interest rate is 12%?
In an equity scheme a mutual fund can hedge its equity exposure by selling stock index futures.
The loss for buyer of an option is unlimited
Which one of the following is correct in the case of options contracts
An European call option gives the buyer the right but not the obligation to sell to the seller of option an underlying asset at the strike price, on the expiry date
A put option of Nifty 50, with strike price of Rs.10,000, at current index level of 10150,
An option with a delta of 0.5 will increase in value approximately by how much, if the underlying share price increased by Rs.2/=
Current market price of Reliance share is Rs.1248. If put option with strike price of Rs.1220 is quoted at a premium of Rs.7, what is its intrinsic value?
You sold Satyam Put at strike price of Rs.280, for a price of Rs.28. Lot size is 1200. On the expiry date satyam closed at 221. What is net profit (+) or net loss (-)?
You bought XYZ company call option at a premium of Rs.25, strike price 240. Lot size 1000. What is your profit (+) or loss (-) if you sold the call option at Rs.40?
Your portfolio value is Rs.900,000. Beta of your portfolio is 1.5. How may no. of futures contracts you will sell to make a perfect hedge, if index level is 9000 and lot size is 75?
When futures price of stock is less than cash or spot price, futures are trading at a discount to cash market, Arbitrager adopts
Spot price of an asset is Rs.10,000/ cost of financing 12% per annum, Find the future fair price for three months (0.25 year) down , if the return on the asset is 4% per annum.
In cash and carry model one among the followings is not a carrying cost
A trader bought a call options A, paying a premium of Rs.170 and got a positive cash flow of Rs.230 He entered into another call option B, paying premium of Rs.34 and got a positive cash flow of Rs.66. The return earned by the two contracts are