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  • Zero Cost Collar

    Transféré par

    RachelJosef
    43 vues2 pages
    This document describes a zero cost collar strategy using a long put and short call position. It shows the profit/loss profile of being long a put with a strike of $1,300, short a call with a strike of $1,700, and the combined position. The long put costs $100 in premium while the short call provides $100 in premium, making the net cost zero. The strategy limits potential losses to the range between the put and call strikes.

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    Titre original

    (4) Zero Cost Collar

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    This document describes a zero cost collar strategy using a long put and short call position. It shows the profit/loss profile of being long a put with a strike of $1,300, short a call with a strike of $1,700, and the combined position. The long put costs $100 in premium while the short call provides $100 in premium, making the net cost zero. The strategy limits potential losses to the range between the put and call strikes.

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme XLSX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    43 vues2 pages

    Zero Cost Collar

    Transféré par

    RachelJosef
    This document describes a zero cost collar strategy using a long put and short call position. It shows the profit/loss profile of being long a put with a strike of $1,300, short a call with a strike of $1,700, and the combined position. The long put costs $100 in premium while the short call provides $100 in premium, making the net cost zero. The strategy limits potential losses to the range between the put and call strikes.

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme XLSX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    sur 2

    Strategy: Zero cost collar Long Put

    Spot ref: 1,500 Spot Profit Premium


    1,000
    Position Option Strike Premium 1,100
    Long Put 1,300 (100) 1,200
    Short Call 1,700 100 1,300
    Total - 1,400
    1,500
    1,600
    1,700
    1,800
    1,900
    2,000

    Long Put, Shor


    1

    -
    1,000 1,100 1,200 1,300 1,400 1,50

    Long Put Sh
    Long Put Short Call Combined
    Total Profit Premium Total Profit
    - -
    - -
    - -
    - -
    - -
    - -
    - -
    - -
    - -
    - -
    - -

    ong Put, Short Call Higher

    1,300 1,400 1,500 1,600 1,700 1,800 1,900 2,000

    Long Put Short Call Combined

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