Hmm, I must confess to not being able to put a nice sexy options name on it, but, synthetically your delta's are equivalent with two long call positions. Two pieces are cheaper than four, something to think about.
Long stock + 1 long put = long call Short put + 1 long put = short put vertical So you have a short put vertical and an ITM long call. There is no specific name for this particular position.
Bull put spread + a long underlying with a protective put =bull put spread + synthetic call. As mentioned above, in terms of delta, a bullish (positive) stance.
yes, but the delta is certainly not equivalent to two long calls. That would be the case if the puts were ITM, correct ?
Since the bull spread has a constant value outside of the strikes, the synthetic call is the dominant position. So essentially, the risk profile is similar to one long call. The return is gassed above the put spread and reduced below it by the amount of the spread's net gain or debit.