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Synthetic Call

Description	
	An investment strategy that mimics the payoff of a call option. A synthetic call is created
	by purchasing the underlying asset, selling a bond and purchasing a put option. The strike 
	price on the put option is equal to the face value of the bond, which serves as the exercise
	price of the synthetic call. 
	A synthetic call produces the same overall payoff as a call option. The synthetic call will
	finish in the money when the price of the underlying asset is greater than the face value
	of the sold bond at the time of expiration. It will be out-of-the-money when the value of
	the bond is greater than that of the underlying asset. When the synthetic call is in the
	money, the profit is the difference between the price of the underlying asset and the 
	face value of the bond. If the call finishes out of the money, the put option absorbs 
	the loss from the underlying asset, with the exercise price of the put paying for 
	the bond. 

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