Thursday, 9 July 2015

PAIN VANILLA SAIL OPTION STRATEGY

OPTION STRATEGY:  BUY SAIL 60 CALL @ 1.8
TOTAL INVESTMENT=7200

Pay off table:
Strike Price
Call Option Price
No. of option
Closing price
Return
Payoff
60
1.8
1
60
0
-7200
60
1.8
1
61
4000
-3200
60
1.8
1
62
8000
800
60
1.8
1
63
12000
4800
60
1.8
1
64
16000
8800
60
1.8
1
65
20000
12800
60
1.8
1
66
24000
16800
60
1.8
1
67
28000
20800
60
1.8
1
68
32000
24800
60
1.8
1
69
36000
28800
60
1.8
1
70
40000
32800
60
1.8
1
71
44000
36800
60
1.8
1
72
48000
40800
60
1.8
1
73
52000
44800
60
1.8
1
74
56000
48800
60
1.8
1
75
60000
52800
60
1.8
1
76
64000
56800
60
1.8
1
77
68000
60800
60
1.8
1
78
72000
64800


No comments:

Post a Comment