covered call protective put
CFA知识点Covered call和protective put在实际应用中的辨析和执行价格的取舍 1、Covered call 1.1.Introduction Covered call 是由一个股票的看涨头寸和一个买入期权<call>的看跌头寸组成, 所以在到期日,该组合的价值就可以分为两部分来计算,一部分就是股票的价值ST,另一部分call的看跌头寸的价值-max<0, ST−X>...
1、CFA 知识点 Covered call和 protective put在实际应用中的辨析和执行价格的取舍1 、 Covered call1.1.IntroductionCoveredcall是由一个股票的看涨头寸和一个买入期权(call)的看跌头寸组成, 所以在到期日,该组合的价值 就可以分为两部分来计算,一部分就是股票的价值ST,另一部分 call 的看跌头寸的价值 -max(0,...
CFA知识点Coveredcall和protectiveput在实际应用中的辨析和执行价格 的取舍 1、Coveredcall 1.1.Introduction Coveredcall是由一个股票的看涨头寸和一个买入期权(call)的看跌头寸组成,因此 在到期日,该组合的价值就能够分为两部分来计算,一部分就是股票的价值ST,另一部 ...
The payoff to this position is equivalent to a short put position, in which both have eliminated the upside potential but still have the downside exposure. 相关知识点:Covered Call and Protective Put Covered call: Long stock plus short call. Protective put: Long stock plus long put. Also ...
CFA知识点Covered-call和protective-put在实际应用中的辨析和执行价格的取舍 D 可以卖一个Out of money call,也就是把行权价格X规定的远高于股票现价S0的call,比如250,这样我们就通过收取期权费降低了一定的成本,此外,我们给股价留有一定的升值空间,也就是200-250之间 (因为当股价过250,我们的收益也不会增长)。
covered callcollarsATMF strike priceThis chapter explores synthetic, protective, and yield-enhancing trading strategies. Put-call parity is introduced and its implications for the creation of synthetic positions, option arbitrage, and the relationship between call and put premiums and Greeks are ...
Traditional covered call writing can be altered through the use of additional strategies like put buying and other option products like weekly options and leveraged ETFs. These strategies will have their advantages and disadvantages which must be fully understood before implementing them into your...
The protective collar strategy involves two strategies known as a protective put and covered call. Because you are selling one option to fund the purchase of another, the total cost to implement this strategy can be quite low. The Protective Collar Strategy ...
Protective put (also known as married put) is an option strategy in which an investor purchases a put option to guard against any loss on the underlying asset which he already owns.