NISM DEPOSITORY OPERATIONS – 6

nism-depository-operations-6

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Q 1. The higher the interest rate, the higher the CALL option premium - State True or False?

TRUE

FALSE

Q 2. Financial Derivatives are used for -

Speculation

Hedging

Arbitrage

All of the above

Q 3. If Infosys stock prices rise, the call option premium will also rise.

TRUE

FALSE

Q 4. Investors who believe the markets will fall are known as Bulls - State True or False?

TRUE

FALSE

Q 5. A short position in a futures contract can be reversed only with the same counterparty to whom the contract was originally sold - State True or False?

TRUE

FALSE

Q 6. A Professional Clearing Member can act only for Institutional clients - State True or False?

TRUE

FALSE

Q 7. What is the time value of an option?

The general bank interest rate

Its volatility of the underlying asset.

It is the difference between the intrinsic value and the premium

Its the time left before the option expires.

Q 8. A farmer agrees to sell 100 tonnes of sugarcane to a factory after 2 months at a specific price. What is this type of contract known as ?

Swaption

Future Contract

Forward Contract

None of the above

Q 9. What is the intrinsic value of a call option if the spot price is Rs 300 and the strike price is Rs 250 ?

zero

50

650

None of the above

Q 10. Among the following options, in which future contract, the contract cannot be used as a means to acquire the underlying asset ?

Copper

Gold

Individual securities

Stock index

Q 11. A buyer or holder of an option is the party to the contract who has __________.

the obligation but not the right

the right but not the obligation

the right and the obligation

None of the above

Q 12. If you buy a PUT option at a premium of Rs 20 at a Strike Price of Rs 250 and the lot is of 400 shares, then the maximum possible loss is _______

Rs 5000

Rs 8000

Rs 20,00,000

Unlimited

Q 13. ___________ measures change in delta with respect to change in price of the underlying asset.

Vega

Rho

Gamma

Theta

Q 14. The mark to mark debits for stock options are done on a –

fortnightly basis

monthly basis

daily basis

weekly basis

Q 15. A trader sells a PUT option of strike Rs 100 on ABC stock for a premium of Rs 25. On expiry day, the ABC stock closed at Rs 50. What is the trader's profit or loss in Rs. ? ( Lot size is 1000 )

25000

-25000

50000

-50000

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