Guide to Successful Strategies Financial Times Guides by Jordan Lenny 7 doc
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_1 pot
... short call at expiration 0.00 0.00 0.00 0.00 0.00 –4.23 7. 50 –10.00 –12.50 Profit/loss –0 .77 –0 .77 –0 .77 0 –4.23 0 –3. 27 –5 .77 –8. 27 In graphic form, the expiration profit/loss of this spread ... spread Coca- Cola 50.00 52.50 55.00 55 .77 60.00 64.23 67. 50 70 .00 72 .50 Spread debit –0 .77 Value of one by one spread at expiration 0.00 0.00 0.00 0 .77 5.00 5.00 5.00 5.00...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_2 ppt
... 119 Credit from April 370 call: 3 .75 Credit from April 330 put: 3 .75 ––––– Total credit: 7. 50 Upside break-even level: higher strike plus income from spread: 370 + 7. 50 = 377 .50 Downside break-even ... 370 .00 377 .50 390.00 (above) Spread credit 7. 50 Value of spread at expiry (full amt) –20 7. 50 0.00 0.00 0.00 7. 50 –20.00 (unlimited) Profit/ loss (full amt) –12.50 0....
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_3 pdf
... spread debit: 380 – 2 .75 = 377 .25 Profit range: 377 .25 – 352 .75 = 24.50 Maximum loss: cost of spread: 2 .75 The risk/return ratio of this long call iron butterfly is 2 .75 /7. 25 = 0.38 at risk for ... 10.00 10.00 Value of short 370 –380 call spread at expiry 0.00 0.00 0.00 0.00 –0.00 7. 25 –10.00 –10.00 Profit/loss –2 .75 –2 .75 0.00 7. 25 7. 25 –0.00 –2 .75 –2 .75 A profit/lo...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_4 pptx
... for Coca-Cola Coca-Cola (below) 45.00 47. 50 50.00 52. 67 53.44 60.00 62.50 65.00 Total options debit –0 .77 –0 .77 –0 .77 –0 .77 –0 .77 –0 .77 –0 .77 –0 .77 –0 .77 Value of 65 call at expiration 0.00 ... 0.00 0.00 Stock profit/ loss at expiration (–full amt) 7. 67 –5. 17 –2. 67 0.00 0 .77 7. 33 9.83 12.33 Total profit/loss (–full amt) –8.44 –5.94 –3.44 –0 .77 0.00 6.56 9.06 11.5...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_5 pptx
... 121.00 0.68 0.56 1.14 0.94 2.86 2.36 2800 87. 60 0.58 0.66 1.20 1. 37 3.12 3.56 2850 59.80 0. 47 0 .79 1. 17 1.96 3.18 5.32 2900 37. 70 0.35 0.93 1.04 2 .76 2. 97 7.88 2950 22.00 0.24 1.09 0.85 3.86 2.49 ... 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. 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...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_6 potx
... who tried to corner silver in the 1 970 s. 29 30 31 32 33 Vols CL 35 36 37 38 28 670 0 6800 6900 70 00 71 00 72 00 73 00 74 00 75 00 76 00 77 00 78 00 79 00 8000 8100 8200 8300 8400 8500 8600 870 0 Figure ... 38 .71 490 0.44 37. 19 500 0.50 34.46 515 0.81 31.92 545 2.00 25.98 550 2.38 25.06 555 2 .75 23.90 570 4.50 20.56 575 21.00 20 .75 580 17. 13 19.60 6 .75 18. 87 58...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_7 doc
... price (34.40 – 33 .70 = 1140 .70 – 1140), therefore Call = futures – strike price + put (34.40 = 1140 .75 – 1140 + 33 .70 ), or Put = call – futures + strike price (33 .70 = 34.40 – 1140 .70 + 1140) This ... and sell the put at 33 .70 , then you have paid a net 0 .70 for the synthetic at 1140. In other words, you have paid 0 .70 to go long the future at 1140. You have paid 1140 .70 for...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_8 pptx
... buyer +100 +75 +50 +25 0 –25 550 575 600 625 650 675 70 0 BE = 5 97. 75 –22 .75 2.25 27. 25 52.25 77 .25 102.25 Answer 4g 256 Questions and answers (h) 15.50 16.00 16.50 16 .79 17. 00 17. 50 18.00 Cost ... The stock is at 74 .16, and it has been ranging from 72 .50 to 77 .00 during the past two weeks, and you expect it to continue to do so for the foreseeable future. You...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_9 docx
... compa- rable to a trader in the stock market who buys stocks because his outlook is for increased prices. 7 1085.93 – 17. 84 = 1068.09 was yesterday’s closing price 17. 84/1068.09 = 0.01 67, or 1. 67% 1. 67 ... either one 1200 call, or one 1225 call. (b) i) 17 – 7. 5 – 2.5 = 7, or $70 0 ii) 1 175 + 7 = 1182 iii) 1200 to 1225 iv) [1200 – 1 175 ] – 7 = 18 v) 1225 + 18 = 1243...
Ngày tải lên: 22/06/2014, 18:20
Guide to Successful Strategies Financial Times Guides by Jordan Lenny_10 doc
... 275 0 + 3.8 = 275 3.8 v) 2846.2 – 275 3.8 = 92.4 points vi) 3.8 (b) i) 1 07 + 54.5 – 85.8 – 68.4 = 7. 3 ii) (2850 – 2800) = 42 .7 iii) 2850 – 7. 3 = 2842 .7 iv) 2650 + 7. 3 = 26 57. 3 v) 2842 .7 – 26 57. 3 ... butterfly to the put condor. Chapter 13 answers 1 (a) i) 1 37. 5 + 68 – [2 × 97. 5] = 10.5 ii) [ 577 5 – 5 675 ] – 105 = 89.5 iii) 5 675 + 10.5 = 5685.5 iv) 5 875 – 10.5 =...
Ngày tải lên: 22/06/2014, 18:20