Guide to Successful Strategies Financial Times Guides by Jordan Lenny 5 pptx
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_1 pot
... 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. 55 .77 64.23 55 57 .50 – 60 ladder 0.32 ... expiration): Strike 40 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...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_2 ppt
... 45 47 .5 50 52 .5 55 57 .5 60 62 .5 65 +0.03 Figure 10.1 Expiration profit/loss relating to Table 10.2 102 Part 2 Options spreads Table 10.1 Coca-Cola August options Strike 40.00 42 .50 45. 00 ... 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 com...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_3 pdf
... condor M&S 320.0 330.0 334 .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 5. 5 0.0 4 .5 4 .5 A graph of the ... 0.00 –8. 75 –10.00 –10.00 Profit/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....
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_4 pptx
... options June Future at 6 250 4 106 days until expiry ATM implied at 26 per cent Strike 62 25. 0 63 25. 0 64 25. 0 652 5.0 66 25. 0 67 25. 0 68 25. 0 69 25. 0 Calls 359 .5 303.0 253 .5 2 05. 0 1 65. 0 131.0 102 .5 80.0 If you ... at 52 .67; August options with 60 days until expiration: Strike 40.00 42 .50 45. 00 47 .50 50 .00 52 .50 55 .00 57 .50 60.00 August calls 4.04 2 .52 1. 45...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_5 pptx
... 30 .5 360 41.00 0. 65 21.00 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 ... 0.008 12 .5 20 .5 380 17.00 0 .53 17.00 0.47 0.01 15. 5 21 .5 400 9 7 / 8 0. 35 29 7 / 8 0. 65 0.009 13 .5 22.0 420 5. 00 0.21 45. 00 0.79 0.007 10 .5...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_6 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: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_7 doc
... example of a conversion in stocks is found in the following set of Marks and Spencer options: M&S at 350 .60 May options, 75 DTE May 350 call: 15. 75 May 350 put: 14. 75 part 4 Basic non-essentials ... multiplier is $ 250 . An investor who trades one of the above December contracts is hedging 1140.70 × $ 250 = $2 85, 1 75 worth of stocks that track the index. The options contra...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_8 pptx
... 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 ... buyer +100 + 75 +50 + 25 0 – 25 550 57 5 600 6 25 650 6 75 700 BE = 59 7. 75 –22....
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_9 docx
... 2. 15 = 0. 45 ticks; 0. 45 × $100 = $ 45 (b) 111 – 109 – 0. 45 = 1 .55 (c) 0. 45 (d) 111 – 0. 45 = 110 .55 (e) 0. 45/ 1 .55 = $29 at risk for each potential return of $1.00, or 1/3 (f) 1 15. 22 – 110 .55 = ... or £1 35 ii) 460 – 13 .5 = 446 .5 iii) 390 iv) [460 – 390] – 13 .5 = 56 .5 v) 390 – 56 .5 = 333 .5 vi) 333 .5, if the shares go to zero vii) 56 .5 – [390 – 370] =...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_10 doc
... 55 0 + 57 .5 = 607 .5 iii) 55 0 – 57 .5 = 492 .5 iv) [ 650 – 55 0] – 57 .5 = 42 .5 v) [55 0 – 460] – 57 .5 = 32 .5 vi) 57 .5 vii) 607 .5 – 492 .5 = 1 15 2 (a) i) 2. 05 + 1. 45 – 0.82 – 0.34 = 2.34 debit ii) 55 ... 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) 59 25 –...
Ngày tải lên: 22/06/2014, 18:20