0
  1. Trang chủ >
  2. Tài Chính - Ngân Hàng >
  3. Đầu tư Chứng khoán >

The Plain and Simple Guide to Successful Strategies 5 potx

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

... Table 2.3.2 .5 21 .5 10 .5 0–0 .5 –1 15. 5 161.981.480.980.48–0.02–0 .52 –0 .52 –0 .52 16 .5 17 17 .5 18 18 .5 19Figure 2.2 Expiration profit/loss relating to Table 2.2 2 ■ The basics of ... profit 10 .5 0–0 .5 –1–1 .5 –2–2 .5 –317 17 .5 0 .58 0 .58 0 .58 0.08–0.42–0.92–1.42–1.92–2.421818 .5 19 19 .5 20 20 .5 21Figure 1.6 GE 18.00 call siteA call option is the right to buy the underlying ... to compare them. ■ The call buyer has the right to buy the underlying, consequently the call seller may have the obligation to sell the underlying. ■ The put buyer has the right to sell the...
  • 23
  • 389
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot

... 680067006600 650 064006300620061006000 59 00 58 00 57 00 56 00 55 00 54 00 53 00 52 00 51 00 50 004900480047004600 450 044004300420041004000D LFTY FTSE-100FM A M J J A S O N11.0012.0013.0014.00 15. 0016.0017.0018.0019.0020.0021.0022.0023.0024.00 25. 0026.0027.0028.0029.0030.0032.0033.0034.00 35. 0036.0037.0038.0039.0031.00Figure ... per cent. If the demand for these options bids up their price to 10 .5 ( $52 5), while at the same time the price of the underlying and the days until expiration remain constant, the model will ... options theory takes a back seat. I went to the floor and wedged my way into the crowd, and I waited, knowing that I was covered. The bell sounded and the shouting began, and after a few brief stops...
  • 23
  • 378
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_5 doc

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_5 doc

... 42 .50 45 47 .50 50 52 .50 55 57 .50 60August calls4.04 2 .52 1. 45 0.79 0.34August puts0.34 0.47 0.82 1.30 2. 05 2.90With Coca-Cola at 52 .67, in the August options, you could pay 2. 05 for the ... loss potential) 55 57 .50 call spread0.66 debit 1.84 0.66 55 .66 none 55 –60 call spread1.11 debit 3.89 1.11 56 .11 none 55 –60, one by two0.77 debit 4.23 unlim. 55 .77 64.23 55 57 .50 – 60 ladder0.32 ... 55 .00 57 .50 –60.00 call ladderCoca-Cola 52 .50 55 .00 55 .32 57 .50 60.00 62.18 65. 00 (above)Spread debit–0.32 Value of one by one spread at expiration0.00 0.00 0.32 2 .50 2 .50 2 .50 2 .50 ...
  • 23
  • 340
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_7 doc

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_7 doc

... 330.0 334 .5 340.0 360.0 3 65. 5 370.0 380.0Spread credit 5. 5 Value of spread at expiration–10.0 –10.0 5. 5 0.0 0.0 5. 5 –10.0 –10.0Profit/loss–4 .5 –4 .5 0.0 5. 5 5. 5 0.0 –4 .5 –4 .5 The expiration ... 330.0 334 .5 340.0 360.0 3 65. 5 370.0 380.0Spread debit 5. 5 Value of spread at expiration10.0 10.0 5. 5 0.0 0.0 5. 5 10.0 10.0Profit/loss4 .5 4 .5 0.0 5. 5 5. 5 0.0 4 .5 4 .5 A graph of the expiration ... 0.00 –8. 75 –10.00 –10.00Profit/loss –1. 25 –1. 25 0 8. 75 0 –1. 25 – 1. 25 The graph of the expiry profit/loss is as shown in Figure 13.1.1 8. 75/ 1. 25 = 7/1, and flip it over. 350 0 5 10 5 330340...
  • 23
  • 347
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx

... 47.66460 0.19 42 .59 480 0.31 38.71490 0.44 37.19 50 0 0 .50 34.46 51 5 0.81 31.92 54 5 2.00 25. 98 55 0 2.38 25. 06 55 5 2. 75 23.90 57 0 4 .50 20 .56 57 5 21.00 20. 75 580 17.13 19.60 6. 75 18.87 58 5 13 .50 18.44 ... 18.87 58 5 13 .50 18.44 8.38 18.21 *59 0 10 .50 17.82 10 .50 17.82 59 5 7. 75 16.98600 5. 38 16.066 05 3.63 15. 49610 2.38 15. 126 15 1 .56 15. 05 620 1.00 15. 01630 0 .50 15. 84Source: Data courtesy of pmpublishing.com. ... wildly, then the options market-makers cannot hedge. In order to cover their risk, they need to widen their markets to correspond to the wide range of the underlying’s prices. You would do the...
  • 23
  • 392
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt

... 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 the future above 1140, and the ... Futures, synthetics and put–call parity 223On the other hand, the holder of the long futures position forgoes the dividends payable for the next six weeks, and therefore the value of the December ... contract simply expires to the current cash value of the index.There, the holder of the long futures contract pays the cash value of all the stocks in the index. The holder of the short futures...
  • 23
  • 284
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot

... 1 25 Profit/loss–22. 75 –22. 75 +2. 25 +27. 25 +52 . 25 +77. 25 +102. 25 250 150 50 0 50150250350450 + 253 –47–147–247–347–447 +53 + 153 BE = 55 53 51 00 52 00 53 00 54 00 55 00 57 00 58 00 59 00 6000Answer 3h 244 ... seller, loss for buyer+100+ 75 +50 + 25 0– 25 550 57 5 600 6 25 650 6 75 700BE = 59 7. 75 –22. 75 2. 25 27. 25 52. 25 77. 25 102. 25 Answer 4g 22  Conversions reversals, boxes and options arbitrage 239Short ... 59 7. 75, 22. 75, unlimited(e) $1,137 ,50 (f)March soybeans 55 0 57 5 600 6 25 650 6 75 700Cost of call–22. 75 Value of call at expiration0 0 25 50 75 100 1 25 Profit/loss–22. 75 –22. 75 +2.25...
  • 23
  • 330
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx

... 89 .5 iii) 56 75 + 10 .5 = 56 85. 5iv) 58 75 – 10 .5 = 58 64 .5 v) 58 64 .5 56 85. 5 = 179 pointsvi) 10 .5 = £1 05 (b) i) 159 .5 + 57 – 117 – 81 = 18 .5 ii) [57 25 56 25] – 18 .5 = 81 .5 iii) 56 25 + 18 .5 = 56 43 .5 iv) ... 306 .5 54 70 + 53 25 = 161 .5 (b) 54 70 – 54 75 + 217 = 212(c) 54 70 – 55 25 + 238 .5 = 183 .5 (d) 97 .5 54 70 + 57 25 = 352 .5 2 (a) 15. 75 – 14. 75 + 350 = 351 (b) 28 .50351 + 330 = 7 .50 (c) 351 – ... at 54 70December options with 40 days until expiryStrike 56 25. 0 56 75. 0 57 25. 0 57 75. 0 58 25. 0 58 75. 0 59 25. 0 59 75. 0 60 25. 0Calls 159 .5 137 .5 117.0 97 .5 81.0 68.0 57 .0 46 .5 35. 5(a) i) What is the...
  • 23
  • 304
  • 0
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc

The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc

... dates until expiration and 149buy-stop 91, 101, 196buy-write 151 5 risk management 155 –7calendar spread 151 , 157 –9, 3 05 risks 159 –60calls 306 at -the- money 10, 26, 198, 3 05 buying 9–12 common ... definition and examples 53 –6 delta versus 169–70 implied volatility vs 170–3 long straddle 57 , 112 positive and negative 56 –7, 58 short straddle 57 strangle 57 , 308 time and 1 65 9 volatility ... 118 time and 1 65 9 use and abuse of 59 –61time decay 27–8, 309 delta 49 50 , 306 gamma 54 , 307 short strangle 118 theta 47, 58 –61, 308time premium 26–7, 60, 309time spread 151 , 157 –9, 309...
  • 13
  • 319
  • 0
The Plain and Simple Guide to Successful Strategies_1 pdf

The Plain and Simple Guide to Successful Strategies_1 pdf

... 45 46820–2–4–6–84042 .5 47 .5 50 52 .5 55 57 .5 6062 .5 65 Figure 10.2 Expiration profit/loss relating to Table 10.3Many investors create spreads that combine components of the standard spreads to suit ... 0.03 0.03 0.03 0.03 5. 03 (unlimited)In graphic terms, the expiration profit/loss is shown in Figure 10.1.42 .5 46820–2–4–6–837 .5 40 45 47 .5 50 52 .5 55 57 .5 60 62 .5 65 +0.03Figure 10.1 ... the right to buy the shares at 350 ; also the right to sell the shares at 350 .At expiry, the upside break-even level is the strike price plus the cost of the spread, or 350 + 21 .50 = 371 .50 ....
  • 23
  • 231
  • 0

Xem thêm

Từ khóa: the wall street journal guide to understanding money and investing downloadthe wall street journal guide to understanding money and investing fourth editionthe wall street journal guide to understanding money and investing epubthe wall street journal guide to understanding money and investing third editionthe wall street journal guide to understanding money and investing pdf downloadthe wall street journal guide to understanding money and investing third edition pdfa mercifully brief who what and where guide to the holy landan introductory for the clinician and a guide for the novice wanting to open a window to the brainscientists use to observe the signs of expression or of the material and unusual nature to collect dataship it a practical guide to successful software projectsship it a practical guide to successful software projects ebookship it a practical guide to successful software projects downloadship it a practical guide to successful software projects pdf downloadship it a practical guide to successful software projects pdfthe paypal official insider guide to mobile profitsBáo cáo quy trình mua hàng CT CP Công Nghệ NPVNghiên cứu sự hình thành lớp bảo vệ và khả năng chống ăn mòn của thép bền thời tiết trong điều kiện khí hậu nhiệt đới việt namđề thi thử THPTQG 2019 toán THPT chuyên thái bình lần 2 có lời giảiGiáo án Sinh học 11 bài 13: Thực hành phát hiện diệp lục và carôtenôitGiáo án Sinh học 11 bài 13: Thực hành phát hiện diệp lục và carôtenôitĐỒ ÁN NGHIÊN CỨU CÔNG NGHỆ KẾT NỐI VÔ TUYẾN CỰ LY XA, CÔNG SUẤT THẤP LPWANNGHIÊN CỨU CÔNG NGHỆ KẾT NỐI VÔ TUYẾN CỰ LY XA, CÔNG SUẤT THẤP LPWAN SLIDEQuản lý hoạt động học tập của học sinh theo hướng phát triển kỹ năng học tập hợp tác tại các trường phổ thông dân tộc bán trú huyện ba chẽ, tỉnh quảng ninhPhát triển mạng lưới kinh doanh nước sạch tại công ty TNHH một thành viên kinh doanh nước sạch quảng ninhTrả hồ sơ điều tra bổ sung đối với các tội xâm phạm sở hữu có tính chất chiếm đoạt theo pháp luật Tố tụng hình sự Việt Nam từ thực tiễn thành phố Hồ Chí Minh (Luận văn thạc sĩ)Phát hiện xâm nhập dựa trên thuật toán k meansNghiên cứu, xây dựng phần mềm smartscan và ứng dụng trong bảo vệ mạng máy tính chuyên dùngĐịnh tội danh từ thực tiễn huyện Cần Giuộc, tỉnh Long An (Luận văn thạc sĩ)Quản lý nợ xấu tại Agribank chi nhánh huyện Phù Yên, tỉnh Sơn La (Luận văn thạc sĩ)BT Tieng anh 6 UNIT 2Tranh tụng tại phiên tòa hình sự sơ thẩm theo pháp luật tố tụng hình sự Việt Nam từ thực tiễn xét xử của các Tòa án quân sự Quân khu (Luận văn thạc sĩ)Nguyên tắc phân hóa trách nhiệm hình sự đối với người dưới 18 tuổi phạm tội trong pháp luật hình sự Việt Nam (Luận văn thạc sĩ)Giáo án Sinh học 11 bài 14: Thực hành phát hiện hô hấp ở thực vậtChiến lược marketing tại ngân hàng Agribank chi nhánh Sài Gòn từ 2013-2015MÔN TRUYỀN THÔNG MARKETING TÍCH HỢP