Skip navigation

Option expiring 15 July or 15 August.

1 month; Strike 0.9600, Breakeven 0.9715, premium payable is 115bps.

38% target at 1.0027, difference is 312bps, payout is 2.7X.

50% target at 1.0137, difference is 422bps, payout is 3.67X

 

2 months; Srike 0.9600, Breakeven 0.9785, premium payable is 185bps.

38% target at 1.0027, difference is 242bps and payout is 1.30X

50% target at 1.0137, difference is 352bps and payout is 1.90X.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: