The straddle's upper breakeven

You buy a long straddle at strike $100: the $100 call costs $4.00 and the $100 put costs $3.00. Above what stock price at expiry does the position turn a profit (the upper breakeven), in dollars?

Show hints (2)+
  1. You paid for both legs - the total premium is $4 + $3.
  2. Above the strike only the call pays; solve S100=7S - 100 = 7.

Answer

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107

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Asked at: EV & Betting Games, Options Market-Making

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