The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides) 2 pptx
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
... 0.00 +0. 42 +0. 92 1. 42 1. 92 2. 42 In graphic form, the expiration profit/loss is summarised in Figure 1.4. 3 2. 5 2 1.5 1 0.5 0 –0.5 –1 17 17.5 –0.58 –0.58 –0.58 –0.08 0. 42 0. 92 1. 42 1. 92 2. 42 18 18.5 ... in Table 2. 3. 2. 5 2 1.5 1 0.5 0 –0.5 –1 15.5 16 1.98 1.48 0.98 0.48 –0. 02 –0. 52 –0. 52 –0. 52 16.5 17 17.5 18 18.5 19 Figure 2. 2 Expiration profit/loss...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot
... 1 / 2 point, to 22 1 / 2 ; the 380 put then moves down by 1 / 2 point, to 21 1 / 2 . If the December futures contract moves down by 1 point, then the 380 call moves to 21 1 / 2 and the 380 ... LFTY FTSE-100 F M A M J J A S O N 11.00 12. 00 13.00 14.00 15.00 16.00 17.00 18.00 19.00 20 .00 21 .00 22 .00 23 .00 24 .00 25 .00 26 .00 27 .00 28 .00 29...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_5 doc
... want to know about theory.) Then together we devised trade recommendations which the brokers passed on to their clients. The clients did well. One of them took one of our recommendations and ... out-of -the- money and at -the- money calls or puts. The further a spread is from the underlying, the less cost or income it has, and the less probability it has of becoming...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_7 doc
... debit: 320 + 2. 25 = 322 .25 Profit range: 347.75 – 322 .25 = 25 .50 Maximum loss: cost of spread: 2. 25 The risk/return ratio is again favourable at 2. 25/7.75 = 0 .29 for 1, or 1/3.44. The profit/loss ... 1 to make 1 .22 . 330 0 2 4 6 2 –4 –6 310 320 340 350 360 370 380 390 Figure 12. 3 Expiration profit/loss relating to Table 12. 3 1 32 Part 2 Options spreads...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx
... implied Put delta 121 0.01 10. 02 0.01 122 0.03 10. 42 0.03 123 0.05 9. 92 0.06 124 0.07 9.00 0.08 125 0.14 8.91 0.14 126 2. 26 8.59 0.77 0 .25 8.68 0 .23 127 1.44 8.44 0.65 0. 42 8. 42 0.35 * 128 1.05 8.14 ... volatility 420 0.13 53.67 430 0.19 52. 77 440 0 .25 51.16 450 0 .25 47.66 460 0.19 42. 59 480 0.31 38.71 490 0.44 37.19 500 0.50 34.46 515 0.81 31. 92 545 2. 00 25...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt
... 21 Futures, synthetics and put–call parity 22 3 On the other hand, the holder of the long futures position forgoes the dividends payable for the next six weeks, and therefore the value ... on the other hand, you sell the call at 34.40 and pay 33.70 for the put, then you have sold the synthetic future at 1140.70. Here, you have the obligation to sell t...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot
... 597.75, 22 .75, unlimited (e) $1,137,50 (f) March soybeans 550 575 600 625 650 675 700 Cost of call 22 .75 Value of call at expiration 0 0 25 50 75 100 125 Profit/loss 22 .75 22 .75 +2. 25 +27 .25 ... call, 22 .75 – 15 = 7.75 7.75 × contract multiplier of $50 = $387.50 profit for seller, loss for buyer +100 +75 +50 +25 0 25 550 575 600 625 650 675 700 BE = 597.75 22 .75 2....
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx
... 28 46 .2 iv) 27 50 + 3.8 = 27 53.8 v) 28 46 .2 – 27 53.8 = 92. 4 points vi) 3.8 (b) i) 107 + 54.5 – 85.8 – 68.4 = 7.3 ii) (28 50 – 28 00) = 42. 7 iii) 28 50 – 7.3 = 28 42. 7 iv) 26 50 + 7.3 = 26 57.3 v) 28 42. 7 ... 607.5 – 4 92. 5 = 115 2 (a) i) 2. 05 + 1.45 – 0. 82 – 0.34 = 2. 34 debit ii) 55 + 2. 34 = 57.34 iii) 50 – 2. 34 = 47.66 iv) [60 – 55] – 2. 34 = 2. 66 v) [...
Ngày tải lên: 20/06/2014, 20:20
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc
... options contract 24 0, 306 FTSE-100 34, 23 6 futures contract 22 1 2 example 22 2–3 initial margin 22 2 synthetic see separate entry valuation formula 22 3 variation margin 22 2 futures options ... 154 synthetic 308 futures contract 22 4–5 long call position 22 6–7 long put position 22 9–30 put–call parity 23 1 2 puts 154, 196, 22 1, 22 9–31 short call position 22 8...
Ngày tải lên: 20/06/2014, 20:20
The Plain and Simple Guide to Successful Strategies_1 pdf
... out on a put 1 2. He began to cover their risk by selling futures. Then the other players in the market needed to sell futures in order to cover their risk. The market went down and down. Traders ... than the call, unless you are convinced that the stock has bottomed out. Use the technicals to find a support area. If at expiration the stock closes between 45 and...
Ngày tải lên: 21/06/2014, 00:20