The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides) 3 pot
The Financial Times Guide to Options: The Plain and Simple Guide to Successful Strategies (2nd Edition) (Financial Times Guides)_2 pptx
... time period. The put owner has the right to ‘put the underlying to the opposing party. The other party, the put seller, consequently incurs the potential obligation to purchase the underlying.Buying ... components. The first of these is the amount equal to the difference between the strike price and the price of the underlying, and it is termed the intrinsic value. The second component is the time ... important to know the risk/return potential at the outset. In this case, the potential risk of the call buyer is the amount paid for the option, 4 or $400. The call buyer’s potential return is 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
... N11.0012.00 13. 0014.0015.0016.0017.0018.0019.0020.0021.0022.00 23. 0024.0025.0026.0027.0028.0029.00 30 .00 32 .00 33 .00 34 .00 35 .00 36 .00 37 .00 38 .00 39 .00 31 .00Figure 4 .3 Chart of historical volatility of FTSE-100 index compared to daily price ... to 221/2; the 38 0 put then moves down by 1/2 point, to 211/2. If the December futures contract moves down by 1 point, then the 38 0 call moves to 211/2 and the 38 0 put moves to ... for the underlying through expiration, and all the options will be priced to account for it.We then insert the 30 per cent implied into the options model, and it yields a price of 3. 375 ($1 93. 75)...
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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
... want to know about theory.) Then together we devised trade recommendations which the brokers passed on to their clients. The clients did well. One of them took one of our recommendations and ... as a potential sale of the index (the ETF) at 1 13, and a potential buy of the index at 111. For this profit potential you pay a premium.In order to assess the profit/loss potential of the spread ... If the underlying suddenly moves to the short strike that was 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...
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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
... expect the stock to range, and for volatility to come down. The expiry profit/loss is shown in Table 12 .3. Table 12 .3 Marks and Spencer short April 33 0 34 0 36 0 37 0 iron condorM&S 32 0.0 33 0.0 ... 1.2 Table 12.4 shows the expiration profit/loss.Table 12.4 Marks and Spencer long April 33 0 34 0 36 0 37 0 iron condorM&S 32 0.0 33 0.0 33 4.5 34 0.0 36 0.0 36 5.5 37 0.0 38 0.0Spread debit–5.5 ... table of the profit/loss at expiration is shown in Table 13. 4.Table 13. 4 Marks and Spencer long April 35 0 36 0 37 0 38 0 call condorM&S 34 0.00 35 0.00 35 2.75 36 0.00 37 0.00 37 7.25 38 0.00 39 0.00Spread...
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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
... 1.04 8.26 0.49 129 0. 43 8 .30 0 .36 1.41 8 .32 0. 63 130 0.25 8.40 0.24 2. 23 8.46 0.75 131 0. 13 8 .38 0.14 132 0.07 8.62 0.09 133 0.04 9.01 0.05 134 0.02 9.19 0. 03 135 0.01 9.41 0.01Source: pmpublishing.com.Skews’ ... So, in the end, what’s going to happen? A blow-out. No firm, no one, no body is bigger that the market. Think of the Hunt brothers who tried to corner silver in the 1970s. 29 30 31 32 33 VolsCL 35 36 37 38 28670068006900700071007200 730 0740075007600770078007900800081008200 830 08400850086008700Figure ... months, and during this time they are exposed to risk. In order to cover their risk, the market-makers need to widen their bid–ask spreads. Under these circumstances, to ask the market-makers to...
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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
... 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 2 23 On the other hand, the holder of the long futures position forgoes the dividends payable for the next six weeks, and therefore the value of the December ... 1140 call at 34 .40December 1140 put at 33 .70Here, you could sell the call at 34 .40, pay 33 .70 for the put, and pay 1140.70 for the future. You have then sold the synthetic at 1140.70 and you...
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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
... expiryMarks and Spencer 33 0 34 0 35 0 36 0 37 0Debit from long 34 0 synthetic–11 Value of long 34 0 synthetic at expiry–10 0 10 20 30 Debit from short 36 0 synthetic–9 Value of short 36 0 synthetic ... connect the four dots at 34 0 and 36 0 then the picture looks like a box. Questions and answers 247 3 In the UK, the FTSE-100 share index is currently trading at 5 133 , and the December 530 0 call ... in -the- money boxes often trade for more than the difference between the strike prices. The options that –10 33 0 34 0 35 0 36 0 37 0–50510152025 30 Figure 22 .3 Marks and Spencer 34 0 36 0...
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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
... 5470 + 5725 = 35 2.52 (a) 15.75 – 14.75 + 35 0 = 35 1(b) 28.50 – 35 1 + 33 0 = 7.50 (c) 35 1 – 34 0 + 10.00 = 21.00(d) 11.00 – 35 1 + 36 0 = 20.00(e) 35 1 – 37 0 + 26 = 7.00 284 Questions and answersStrike420 ... iii) 537 .5 – 17.5 = 520 iv) 17.5/ 537 .5 = 3. 26% 3 (a) 7.5 – 5. 13 = 2 .37 Questions and answers 2976 If the implied is increasing from a very low level then the gammas of the far out-of -the- money ... and the prices of the missing options. Bear in mind that these are settlements and that there can be small discrepancies between their values and the synthetic that they equal.M&S at 35 0.60May...
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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
... 112, 1 13 pin risk 33 , 140, 30 8 short at -the- money call and put butterflies 136 short straddle 114 theta 59, 165–9, 30 8 time decay 28, 30 9 time premium 27, 30 9 vega 64, 66, 165–9, 189, 30 9 ... premium 34 exercise and assignment 31 interest rates, dividends and margin vs cash payment 29 30 pin risk 33 , 30 8 put–call parity 232 synthetic/combo 226 volatility skews 204, 30 9stop-loss ... and cash payment vs 29 30 market direction long and short 30 market-makers 233 contract liquidity 194–5 delta neutral 35 , 30 6 puts 22, 30 8 short at -the- money butterflies 137 short at -the- money...
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The Plain and Simple Guide to Successful Strategies_1 pdf
... crushed, and the straddle sellers quickly buy their straddles back. 33 05101520250–5–10–15–20–25 31 0 32 0 34 0 35 0 36 0 37 0 38 0 39 0Figure 11.2 Expiration profit/loss relating to Table 11 .3 ... strikes are to the underlying, the more this spread behaves like a long straddle, with increased exposure 33 051015200–5–10–15 31 0 32 0 34 0 35 0 36 0 37 0 38 0 39 0Figure 11 .3 Expiration ... –1.50. On the downside, the partial loss equals the strike price, minus the share price, minus the cost of the spread. In this case, if the shares close at 33 0, the loss would be (35 0 – 33 0) –...
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