interview with the financial times
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
Ngày tải lên :
20/06/2014, 20:20
... the call holder has the use of the cash that he would otherwise use to purchase the stock The cost of a call is therefore increased by the cost of carry on the stock via the strike price of the ... compare them OO The call buyer has the right to buy the underlying, consequently the call seller may have the obligation to sell the underlying OO The put buyer has the right to sell the underlying, ... specifically, the 0.02 value of each of these is termed the time premium The premium of an in -the- money option consists of two components The first of these is the amount equal to the difference between the...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_3 pot
Ngày tải lên :
20/06/2014, 20:20
... in the money, then the long is credited with one tick times the contract multiplier, and the short is debited one tick times the contract multiplier The multiplier for Eurodollars is $25, and the ... (S&P 500) traded at the CBOE Another example is the ESX options (at the 25 and 75 strikes) on the Financial Times 100 Index (FTSE-100) traded at the London International Financial Futures and ... minutes in the rain, and then find yourself passed by a bus with a sign that says ‘Out of Service’ At these times you are at the ends of the bell curve There are two types of volatility used in the...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_5 doc
Ngày tải lên :
20/06/2014, 20:20
... profit The probability of either spread expiring in the money can be approximated by the delta of the strike that is nearest the underlying In the above examples, both the 117 call and the 113 ... point further from the underlying How to manage the risk of the long ladder The risk of the long ladder is managed similarly to that of the long one by two If the underlying suddenly moves to the ... formerly furthest out-of -the- money, the first solution is to buy back that strike The second solution is to buy the out-of -the- money option that is as far from the ladder as the three options in the...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_7 doc
Ngày tải lên :
20/06/2014, 20:20
... sold his fly without a loss I have made this mistake many times in my career, and the lesson is: take a gift Additional risks with the butterfly There are other risks with the butterfly The first ... between the lower two strikes minus the cost of the butterfly, or (350 – 340) –1.25 = 8.75 The maximum loss is the cost of the butterfly, or 1.25 At expiry, there are two break-even levels with the ... profit on the long 95–100 call spread pairs off against the loss on the short 100–105 call spread The butterfly is then worthless, and the cost of the butterfly is taken as a loss There are other,...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_9 potx
Ngày tải lên :
20/06/2014, 20:20
... or with other options If the underlying or the other options contracts are not liquid, then the options 19 Options talk 3: troubleshooting and common problems market-makers cannot hedge the ... markets If the underlying is leaping 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 ... puts The calls are losing value because the stock is moving away from them, but they are gaining value as the increasing implied volatility increases their premium There is increased demand for them...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_10 ppt
Ngày tải lên :
20/06/2014, 20:20
... 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 contract receives the cash value of all the stocks ... Then the dividend outweighs the interest amount and the future trades at a discount to the index Once the dividend or dividends are paid, then the future trades above the cash In any event, the ... on the stocks 21 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 therefore the...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_11 pot
Ngày tải lên :
20/06/2014, 20:20
... short the 100 synthetic and long the 105 synthetic for a credit of five Your sale holds its value until expiry, at which time the synthetics pair off, and you pay the value of the box to the counterparty ... being fired One thing they all had in common: they cut costs while increasing risk In other words, they didn’t buy the put, or worse, they sold the put These firms, like many others, seem to think ... certain – that they increased the volume of their derivatives exposure in order to maintain their profit level Fair enough But they also increased their leverage They tried to apply the manufacturing...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_13 docx
Ngày tải lên :
20/06/2014, 20:20
... increases, then the delta and theta of the January 47.50 put will also increase (b) If the implied increases, then the gamma of the January 57.50 call will increase, and the vega will decrease (c) If the ... paid for the put (c) If the return on a sale of the stock is 0.50 per cent, then no more than £0.40 must be paid for the synthetic over the bid price of the stock Bearing in mind that the options ... Given the following May options on Marks and Spencer, determine the price of the synthetic futures contract and the prices of the missing options Bear in mind that these are settlements and that there...
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The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_14 doc
Ngày tải lên :
20/06/2014, 20:20
... Time decay The decline in an option’s value through all or a portion of the option’s life Usually expressed as theta Time premium The premium apart from intrinsic value of an option The amount ... Some traders have read it three times Just get over the fractions Further reading Books about trading The Gambler by F.M Dostoyevsky (various editions) To know the difference between trading ... 305 additional risks with 140–1 advantages 149 iron see separate entry long at -the- money call 131–4 long at -the- money put 135–6 long out-of -the- money call 137–8 long out-of -the- money put 138–9...
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Pearson The Financial Times Guide to Options_2 pot
Ngày tải lên :
21/06/2014, 12:20
... 15 The interaction of the Greeks Understandably, traders seldom discuss their positions except with their risk managers Consider the characteristics of the Greeks and the outlook of the traders ... and the other Greeks Gamma, theta and vega are all greatest with 0.50 delta options Therefore, as the underlying moves, the Greeks of all options increase or decrease together, although not at the ... the out-of -the- money and the in -the- money options increase As the underlying increases its range, these options are more likely to become at -the- money Their vegas approach that of the atthe-money...
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Pearson The Financial Times Guide to Options_3 potx
Ngày tải lên :
21/06/2014, 12:20
... or with other options If the underlying or the other options contracts are not liquid, then the options 19 Options talk 3: troubleshooting and common problems market-makers cannot hedge the ... markets If the underlying is leaping 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 ... puts The calls are losing value because the stock is moving away from them, but they are gaining value as the increasing implied volatility increases their premium There is increased demand for them...
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Pearson The Financial Times Guide to Options_4 ppt
Ngày tải lên :
21/06/2014, 12:20
... 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 contract receives the cash value of all the stocks ... Then the dividend outweighs the interest amount and the future trades at a discount to the index Once the dividend or dividends are paid, then the future trades above the cash In any event, the ... on the stocks 21 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 therefore the...
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