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QUESTION

22 points On a given day I , the current Stock Index level is 23300 near the market closing . The 3 - month European Call and Put option prices...

As the picture shows: it's about options and put-call parity

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22 points On a given day I , the current Stock Index level is 23300 near the market closing . The3 - month European Call and Put option prices quoted for the Stock Index in the market as followsThe following i information is provided for 3 - month Stock Index option contract :all options are of same expiry date , the remaining time to maturity is 90 daysday / year convention is ACT 1 365Option price is quoted in index point . I index point - 850a . 2 points Please list out the out- of money Call Options above and provide justification6 . 1 2 points Please list out the in- the money Put Options above and provide justification
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