Put ratio backspread put spread Put swaption put to seller Put Together Put up Put Warrant Put-call parity Put-call parity relationship Put-call ratio puttable common stock PUUM PV PVBP PW PY Pya PYF PYG Pygme Pygon Pyi Pyi Ne Pylon ...
Bull Call Spread Risk-Reward Ratio Knowing the maximum loss (scenario 1) and maximum profit (scenario 2) we can alsocalculate the risk-reward ratio. In our example, maximum loss is $2.36 per share and maximum profit is $2.64 per share. Risk-reward ratio is therefore 1:1.12. Below you c...
Bear Call Spread Risk-Reward Ratio To calculate the risk-reward ratio we need to know the risk (maximum possible loss) and reward (maximum possible profit). We already know these from scenarios 1 and 2. For our example, maximum loss is $264, maximum profit is $236, and therefore reward...
Put Ratio Vertical Spread Long Call Butterfly Short Call Butterfly Long Put Butterfly Short Put ButterflyShow/Hide Comments (98) PeterSeptember 28th, 2016 at 6:39pm Hi DG,What is your view of the stock? If you are neutral to bearish on the stock and now have a short stock position yo...
Put/Call ratio below its longer-term average suggests a bullish sentiment because options traders are buying a lot more calls than puts. In fact, it’s a little extreme on the bullish side now. I wouldn’t be surprised to see the stock market decline some and this level trend back up....
Let ϕ be the payoff function, and a given time T>0 be the maturity time. Our goal now is to build a portfolio PT=ϕ(ST). There are many options for ϕ depending on what we are dealing with. By the martingale representation theorem, we know that the answer is positive since ...
Ratio Call Writing: In this approach, investors sell more call options than the number of shares they own. For example, they may sell two call options for every 100 shares they hold. This strategy increases income potential but also exposes the investor to greater downside risk if the stock ...
and $144 million in wholesale. Net charge offs were up $590 million year on year, predominantly driven by card. On to balance sheet and capital on Page 3. We ended the quarter with the CET1 ratio of 15.3% flat versus the prior quarter as net income and OCI gains were offset by capit...
SeaMoney's loan book grew by over 70% year on year this quarter while maintaining a stable NPL ratio. And for Garena, we now expect Free Fire's full-year bookings to grow over 30% year on year. I'm very proud that we also improved our profitability while getting back to high growth...
What does the delta of the option say? Stock price$60 Exercise price$70 Risk-free rate|5% per year, compounded continuously Maturity9 months Standard deviation49% per year Delta Delta of an option either put or call measures the se...