Pearson The Financial Times Guide to Options 5 doc
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
... eventually
purchase the stock, and should the stock, as it often does, decline below
1
0 .5
0
–0 .5
–1
–1 .5
–2
–2 .5
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 2.4
...
to compare them.
■
The call buyer has the right to buy the underlying, consequently the
call seller may have the obligation to sell the underlyi...
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 .....
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....
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...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx
... 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
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 ... 20. 75
580 17.13 19.60 6. 75 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 1...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt
... 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 ... 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 right to sell the futu...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot
... $1,137 ,50
(f)
March
soybeans
55 0 57 5 600 6 25 650 6 75 700
Cost of
call
–22. 75
Value of
call at
expiration
0 0 25 50 75 100 1 25
Profit/loss
–22. 75 –22. 75 +2. 25 +27. 25 +52 . 25 +77. 25 +102. 25
250
150
50
0
50
– 150
– 250
– 350
– 450
+ 253
–47
–147
–247
–347
–447
+53
+ 153
BE ... +2. 25 +27. 25 +52 . 25 +77. 25 +102. 25
250
150
50
0
50
–...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx
... 89 .5
iii) 56 75 + 10 .5 = 56 85. 5
iv) 58 75 – 10 .5 = 58 64 .5
v) 58 64 .5 – 56 85. 5 = 179 points
vi) 10 .5 = £1 05
(b) i) 159 .5 + 57 – 117 – 81 = 18 .5
ii) [57 25 – 56 25] – 18 .5 = 81 .5
iii) 56 25 + 18 .5 = 56 43 .5
iv) ... expiry
Strike
56 25. 0 56 75. 0 57 25. 0 57 75. 0 58 25. 0 58 75. 0 59 25. 0 59 75. 0 60 25. 0
Calls
159 .5 137 .5 117.0 97 .5...
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc
... expiration and
149
buy-stop 91, 101, 196
buy-write 151 5
risk management 155 –7
calendar spread 151 , 157 –9, 3 05
risks 159 –60
calls 306
at -the- money 10, 26, 198, 3 05
buying 9–12
common characteristics ... for a specified time period. The put buyer has the right, but not the
obligation, to sell the underlying. The put seller has the obligation to buy
the underlyi...
Pearson The Financial Times Guide to Options_2 pot
... 0. 35 0.0 05 7.8 35. 5
380 29
3
/
8
0 .54 29
3
/
8
0.46 0.006 9.0 37 .5
400 22
5
/
8
0.44 42
3
/
8
0 .55 0.0 05 8.3 37 .5
420 15
7
/
8
0.34 55
5
/
8
0. 65 0.0 05 8.0 32 .5
440 10
3
/
4
0.26 70
1
/
2
0.74 ... Theta ($) Vega ($)
320 61
1
/
8
0.94 1
1
/
8
0.06 0.003 4.0 5. 5
340 43
3
/
4
0. 85 3
7
/
8
0. 15 0.006 8 .5 13 .5
360 29.00 0.70 9.00 0.30 0.008 12 .5 20 .5
380 17.0...
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