Bull call spread on Nifty

You buy the Dec 24,500 call at 587.65 and sell the Dec 25,000 call at 334.95, one lot each. (a) Write the payoff at expiry as a function of $S_T$ and sketch it. (b) Compute the net debit, maximum profit, maximum loss and breakeven, in index points and in rupees per lot. (c) Show that the maximum profit plus the maximum loss equals the strike width times the lot size, and explain why this identity holds for every vertical spread.