Friday, 27 June 2014

JPASSOCIAT STRANGLE STRATEGY

Buy Jp assosiat 90 CALL @1.4       
Buy Jp assosiat 65 PUT   @ 1.4
COST =2.8
RISK PER LOT = 22400
RETURN = UNLIMITED
UPPER BREAK GIVEN POINT=92.8
LOWER BREAK GIVEN POINT=63.2
Pay off table:..



Call Option Price
Strike Price
Call Option Price
Strike rate
Closing price
Return from call
return from put
Payoff
1.4
65
1.4
5
50
0
120000
97600
1.4
65
1.4
5
55
0
80000
57600
1.4
65
1.4
5
60
0
40000
17600
1.4
65
1.4
5
65
0
0
-22400
1.4
65
1.4
5
70
0
0
-22400
1.4
65
1.4
5
75
0
0
-22400
1.4
65
1.4
5
80
0
0
-22400
1.4
65
1.4
5
85
0
0
-22400
1.4
65
1.4
5
90
0
0
-22400
1.4
65
1.4
5
95
40000
0
17600
1.4
65
1.4
5
100
80000
0
57600
1.4
65
1.4
5
105
120000
0
97600
1.4
65
1.4
5
110
160000
0
137600
1.4
65
1.4
5
115
200000
0
177600
1.4
65
1.4
5
120
240000
0
217600

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