Strike at 1.5660, breakeven at 1.5506and premium is 149bps.
61.8% ~ 1.5751
50% ~ 1.5587
38.2% ~ 1.5424, difference is 82bps and payout is 0.55X
0% ~ 1.4894, difference is 612bps and payout is 4.1X
I am born in the Year of the Tiger.
Strike at 1.5660, breakeven at 1.5506and premium is 149bps.
61.8% ~ 1.5751
50% ~ 1.5587
38.2% ~ 1.5424, difference is 82bps and payout is 0.55X
0% ~ 1.4894, difference is 612bps and payout is 4.1X
I am born in the Year of the Tiger.
The Panthenon Investment Group 