At time zero you enter a short position in a forward contract on 1 share of the stock XYZ at the forward price of 10.00. Moreover, you buy one exotic derivative, with the same maturity as the forward contract, which pays to the holder exactly one share of the stock if the product S(0)×S(T) of the price today and the price at maturity is above 100.00, and which pays the holder exactly zero if that product is below 100.00. The today's stock price is 10.00 and today’s selling price of one derivative of this kind is 6.00. Assume that, after those trades are put in place, the initial capital you have (need) is invested (borrowed) at zero interest rate. In your answer, use minus sign for a loss.

Enter your total profit or loss if at maturity the price of one stock share is 12.00:

>> Enter your total profit or loss if at maturity the price of one stock share is 6.00:

Calculate your total profit or loss if at maturity the price of one stock share is 12.00:

Calculate your total profit or loss if at maturity the price of one stock share is 6.00:

To calculate the total profit or loss at maturity, we need to consider the outcomes of both the forward contract and the exotic derivative.

1. Forward Contract:
At time zero, you entered a short position in a forward contract on 1 share of stock XYZ at a forward price of 10.00. The profit or loss from the forward contract is calculated as the difference between the spot price at maturity and the forward price.

If the price of one stock share at maturity is 12.00, the profit from the forward contract would be:
Profit from Forward Contract = (Spot Price at Maturity - Forward Price) * Number of Shares
= (12.00 - 10.00) * 1
= 2.00

If the price of one stock share at maturity is 6.00, the profit from the forward contract would be:
Profit from Forward Contract = (Spot Price at Maturity - Forward Price) * Number of Shares
= (6.00 - 10.00) * 1
= -4.00

2. Exotic Derivative:
The exotic derivative pays the holder one share of the stock if the product of the price today and the price at maturity is above 100.00. Otherwise, it pays zero. In this case, the price today is 10.00.

If the price of one stock share at maturity is 12.00, the profit from the exotic derivative would be:
Profit from Exotic Derivative = Seller Price - Buying Price
= 0.00 - 6.00
= -6.00

If the price of one stock share at maturity is 6.00, the profit from the exotic derivative would be:
Profit from Exotic Derivative = Seller Price - Buying Price
= 1.00 - 6.00
= -5.00

To calculate the total profit or loss, we need to sum the profits or losses from both the forward contract and the exotic derivative.

If the price of one stock share at maturity is 12.00, the total profit or loss would be:
Total Profit or Loss = Profit from Forward Contract + Profit from Exotic Derivative
= 2.00 + (-6.00)
= -4.00

If the price of one stock share at maturity is 6.00, the total profit or loss would be:
Total Profit or Loss = Profit from Forward Contract + Profit from Exotic Derivative
= -4.00 + (-5.00)
= -9.00

Therefore, if the price of one stock share is 12.00 at maturity, the total profit or loss would be -4.00.
If the price of one stock share is 6.00 at maturity, the total profit or loss would be -9.00.