XY DNG V PHN TCH CHIN LC QUYN CHN

(C km theo th v phn tnh ton li nhun)

D liu u vo
Gi ti lc bt u giao dch quyn chn
S lng ti sn (>0 l mua, < 0 l bn)
Gi ti sn khi o hn
Gi thp nht ca ti sn
Gi cao nht ca ti sn

0
125
85
165

D liu ca tng quyn chn

La chn quyn chn mua, chn bn hoc khng c
Gi thc hin (X)
Mc ph quyn chn lc bt u giao dch
S quyn chn
(>0 l mua , < 0 l bn)
Thi gian cn li n khi o hn khi ng v th
Li sut phi ri ro (rc)
bt n (s)
T sut c tc (dc)

(ch cn trong trng hp c mua hoc bn ti sn c s)

(necessary only if buying or selling the asset)
(yu cu nhp)
(bt buc nhp vo v th)
(bt buc nhp vo v th)
Quyn chn 1
Quyn chn 2
Quyn chn mua Khng c quyn chn no
125.00
10.00
100
0.0000
0.00%
0.00%
0.00%

Kt qu
Gi tr quyn chn khi ng v th
Li nhun khi ng v th

#NAME?
#NAME?

Tng li nhun khi ng v th

#NAME?

1
1
1
1
1

Li nhun

D liu v th (50 im d liu)

85.00 #NAME?
86.63 #NAME?
88.27 #NAME?
89.90 #NAME?
91.53 #NAME?
93.16 #NAME?
94.80 #NAME?
96.43 #NAME?
98.06 #NAME?
99.69 #NAME?
101.33 #NAME?
102.96 #NAME?
104.59 #NAME?
106.22 #NAME?
107.86 #NAME?
109.49 #NAME?

1
0
0

0.00
0

111.12
112.76
114.39
116.02
117.65
119.29
120.92
122.55
124.18
125.82
127.45
129.08
130.71
132.35
133.98
135.61
137.24
138.88
140.51
142.14
143.78
145.41
147.04
148.67
150.31
151.94
153.57
155.20
156.84
158.47
160.10
161.73
163.37
165.00

#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?
#NAME?

0
0
0
85.00

91.53

98.06

104.59 111.12 117.65 124.18 130.71

Gi ti sn

Module ny c pht trin bi:

Khoa Ti chnh doanh nghip
Trng i Hc Kinh T H Ch Minh.
Module ny c vit km theo quyn sch "Qun tr ri ro ti chnh

UYN CHN

mua hoc bn ti sn c s)
selling the asset)

Quyn chn 3
Quyn chn 4
Quyn chn 5
Quyn chn 6
Khng c quyn chn no
Khng c quyn chn no
Khng c quyn chn no
Khng c quyn chn no

0.00
0

0.00
0

0.00
0

0.00
0

130.71 137.24 143.78 150.31 156.84 163.37

Gi ti sn

Qun tr ri ro ti chnh", 2006.