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
... 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 relating to Table 2.2 2 ■ The basics of ... profit 1 0 .5 0 –0 .5 –1 –1 .5 –2 –2 .5 –3 17 17 .5 0 .58 0 .58 0 .58 0.08 –0.42 –0.92 –1.42 –1.92 –2.42 18 18 .5 19 19 .5 20 20 .5 21 Figure 1.6 GE 18.00 call si...
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
... 6800 6700 6600 650 0 6400 6300 6200 6100 6000 59 00 58 00 57 00 56 00 55 00 54 00 53 00 52 00 51 00 50 00 4900 4800 4700 4600 450 0 4400 4300 4200 4100 4000 D 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 29.00 30.00 32.00 33.00 34.00 35. 00 36.00 37.00 38.00 39.00 31.00 Figure .....
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
... 42 .50 45 47 .50 50 52 .50 55 57 .50 60 August calls 4.04 2 .52 1. 45 0.79 0.34 August puts 0.34 0.47 0.82 1.30 2. 05 2.90 With Coca-Cola at 52 .67, in the August options, you could pay 2. 05 for the ... loss potential) 55 57 .50 call spread 0.66 debit 1.84 0.66 55 .66 none 55 –60 call spread 1.11 debit 3.89 1.11 56 .11 none 55 –60, one by two 0.77 debit 4.23 unlim. 5...
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
... 330.0 334 .5 340.0 360.0 3 65. 5 370.0 380.0 Spread credit 5. 5 Value of spread at expiration –10.0 –10.0 5. 5 0.0 0.0 5. 5 –10.0 –10.0 Profit/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. 5 370.0 380.0 Spread debit 5. 5 Value of spread at expiration 10.0 10.0 5. 5 0.0 0.0 5. 5 10.0 10.0 Profit/loss 4 .5 4 .5 0.0 5. 5...
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
... 47.66 460 0.19 42 .59 480 0.31 38.71 490 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 16.98 600 5. 38 16.06 6 05 3.63 15. 49 610 2.38 15. 12 6 15 1 .56 15. 05 62...
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
... 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 223 On the other hand, the holder of the long futures position forgoes the dividends payable for the next six weeks, and...
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
... 1 25 Profit/loss –22. 75 –22. 75 +2. 25 +27. 25 +52 . 25 +77. 25 +102. 25 250 150 50 0 50 – 150 – 250 – 350 – 450 + 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 6000 Answer 3h 244 ... seller, loss for buyer +100 + 75 +50 + 25 0 – 25 550 57 5 600 6 25 650 6 75 700 BE = 59 7. 75 –22. 75 2. 25 27. 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
... 89 .5 iii) 56 75 + 10 .5 = 56 85. 5 iv) 58 75 – 10 .5 = 58 64 .5 v) 58 64 .5 – 56 85. 5 = 179 points vi) 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...
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
... dates until expiration and 149 buy-stop 91, 101, 196 buy-write 151 5 risk management 155 –7 calendar spread 151 , 157 –9, 3 05 risks 159 –60 calls 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...
Ngày tải lên: 20/06/2014, 20:20
The Plain and Simple Guide to Successful Strategies_1 pdf
... 45 4 6 8 2 0 –2 –4 –6 –8 40 42 .5 47 .5 50 52 .5 55 57 .5 60 62 .5 65 Figure 10.2 Expiration profit/loss relating to Table 10.3 Many 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 4 6 8 2 0 –2 –4 –6 –8 37 .5 40 45 4...
Ngày tải lên: 21/06/2014, 00:20