A

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Purchased Call
Inputs:
Symbol
Trade date
Expiration date
Current value of underlying
Volatility
Purchased call:
Strike price
Premium
Calculated values:
Net debit (margin required)
Days to expiration
Break-even (BEP)
Maximum loss
Time as proportion of a year
Volatility parameter
Standard deviations:
For the strike price
For the break-even point
Probabilities that x will be:
Less than the strike price
Between strike price and BEP
Probability of a loss
Greater than BEP
Probability of a gain
Expected values for x:
Less than the strike price
Between strike price and BEP
Expected value of loss
Greater than BEP
Expected value of gain
Expected value of trade
Mathematical advantage
Annual return

OEX
7-Aug-02
16-Aug-02
12.99
0.916
12.5
0.8500

Enter symbol
Enter date
Enter Date
Enter value of underlying asset
Enter volatility
Enter strike price of purchased call
Enter asking price of purchased call

0.85
9
13.35
-0.85
0.024658
0.143837
-0.267325
0.190052
0.394609
0.180756
0.575366
0.424634
0.424634
-0.335418
-0.077442
-0.412860
0.651763
0.651763
0.238903
33.29%
1139.86%

G
L

1.53
0.72

0.16

This area can be

Used for
Charts, Tables and
Position Magagers

A
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Purchased Call
Inputs:
Symbol
Trade date
Expiration date
Current value of underlying
Volatility
Purchased call:
Strike price
Premium
Calculated values:
Net debit (margin required)
Days to expiration
Break-even (BEP)
Maximum loss
Time as proportion of a year
Volatility parameter
Standard deviations:
For the strike price
For the break-even point
Probabilities that x will be:
Less than the strike price
Between strike price and BEP
Probability of a loss
Greater than BEP
Probability of a gain
Expected values for x:
Less than the strike price
Between strike price and BEP
Expected value of loss
Greater than BEP
Expected value of gain
Expected value of trade
Mathematical advantage
Annual return

OEX
23-Mar-02
19-Apr-02
580.09
0.164
585
8.7000

Enter symbol
Enter date
Enter Date
Enter value of underlying asset
Enter volatility
Enter strike price of purchased call
Enter asking price of purchased call

8.70
27
593.70
-8.70
0.073973
0.044605
0.188962
0.519922
0.574939
0.123502
0.698441
0.301559
0.301559
-5.001965
-0.549021
-5.550986
5.198750
5.198750
-0.352236
-4.43%
-54.73%

This area can be

Used for
Charts, Tables and
Position Magagers