Coincidentally, I have placed order Ask DEC 138P @89 x 4 this morning
and Ask DEC 250C @29 x 4
Margin (from the decrease of my buying power, may not be actual) ~$20,000 for 4 sets => $5,000/set.
Assume 138P @85 / 125C @24 (current bid), the whole set collect $5,000+ premium.
It is a 100% ROI ($5,000 on $5,000)!!
Leave 3 times reserved margin, i.e $20,000 per set, ROI down to 25%,
or something like 50% p.a.
Current DEC HSIF ~ @19550, so it is away 5450pts from upside and 5750pts from downside.
DEC 138P @85 IV 31.6 Delta -0.05
DEC 250C @24 IV 17.3 Delta 0.03
P.S. Max margin need per set can be equal to 1 HSIF, i.e around $60,000. 作者: chu8305 時間: 2012-7-6 12:17
Thank you sir 作者: lcming001 時間: 2012-7-6 12:19
作者: edwinmok 時間: 2012-7-6 12:21
作者: taitungkwok 時間: 2012-7-6 12:26
Thanks for sharing 作者: smso 時間: 2012-7-6 12:35
tks........... 作者: Andy 時間: 2012-7-6 12:36
good morning. 作者: waveman 時間: 2012-7-6 12:36
Thank you sir 作者: csamy88 時間: 2012-7-6 12:46
Thank you ching 作者: mini-soldier 時間: 2012-7-6 12:48
Thx C Hing. 作者: ngbrian 時間: 2012-7-6 12:51
thank you ching 作者: raymondkin 時間: 2012-7-6 13:09
作者: lk17chan 時間: 2012-7-6 13:18
thanks alot 作者: milkgirl 時間: 2012-7-6 13:28
作者: PPYL 時間: 2012-7-6 13:38 標題: 回復 1# Jinpa 的帖子
Thank you Jijpa ching! 作者: pong 時間: 2012-7-6 13:40
Thank you ching 作者: CB900 時間: 2012-7-6 13:44
作者: fatpat 時間: 2012-7-6 13:53
引用:
原帖由 fatpat 於 2012-7-6 12:15 發表
Coincidentally, I have placed order Ask DEC 138P @89 x 4 this morning
and Ask DEC 250C @29 x 4
Margin (from the decrease of my buying power, may ...
DEC S138P @89 filled @13:16
Now think about hedging. 作者: takk 時間: 2012-7-6 13:57