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  • Option Stgys

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    Alberto Wilkins
    16 views3 pages
    Option Strategies portfolio Management Financial Management

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    Option Strategies portfolio Management Financial Management

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    16 views3 pages

    Option Stgys

    Uploaded by

    Alberto Wilkins
    Option Strategies portfolio Management Financial Management

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    Possible Stock Option

    Price at
    Exercise
    expiration (St)
    Price
    20
    40
    25
    40
    30
    40
    35
    40
    40
    40
    45
    40
    50
    40
    55
    40
    60
    40

    St-X
    -20
    -15
    -10
    -5
    0
    5
    10
    15
    20

    Value of
    Calls (at
    Expiration)
    0
    0
    0
    0
    0
    5
    10
    15
    20

    Value of
    Puts

    Total Value of
    combination

    Total Cost
    =premium of all

    Profit
    =Value-cost
    0

    15

    20
    25
    30
    35
    40
    45
    50
    55
    60

    11.09
    6.09
    1.09
    -3.91
    -8.91
    -3.91
    1.09
    6.09
    11.09

    10

    0
    20
    -5

    -10

    25

    30

    35

    40

    45

    Series2
    45

    50

    55

    60

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