Opciones CALL

Comprar 7,500,000 USD Call Bid

Fecha actual 11/2/2007 Jan-08 1.06
Fecha de compra de dlares 1/31/2008 0.0106
Forward a 3 meses
Spot (2/11/2007) 1.0717 CAD/USD Exposicin en CAD 6,998,227
Spot (2/11/2007) 0.9331 USD/CAD

bid ask
FWD a 3 meses 0.93416 0.93499 Compra
a) a) Call option
USD/CAD 1 St (USD/CAD) 1
Gasto en CAD 7,500,000 St - K 0.0500
Forward 7,012,425 Ganancia 375,000
Ahorro 487,575 Prima -83,250
Neto 291,750
b) a)
USD/CAD 0.9 St (USD/CAD) 0.9
Gasto en CAD 6,750,000 St - K -0.0500
Forward 7,012,425 Ganancia -
Perdida -262,425 Prima -83,250
Neto -83,250
c) a)
USD/CAD 1.1 St (USD/CAD) 1.1
Gasto en CAD 8,250,000 St - K 0.1500
Forward 7,012,425 Ganancia 1,125,000
Ahorro 1,237,575 Prima -83,250
Neto 1,041,750
CALL Opciones PUT
Ask Strike Call Bid Ask Strike
1.11 95 USD/CAD Jan-08 1.74 1.79 93.5
0.0111 0.95 USD/CAD 0.0174 0.0179 0.935

Compra
a) Put option
St (USD/CAD) 1
K- St -0.0650
Ganancia -
Prima -134,250
Neto -134,250
a)
St (USD/CAD) 0.9
K- St 0.0350
Ganancia 262,500
Prima -134,250
Neto 128,250
a)
St (USD/CAD) 1.1
K- St -0.1650
Ganancia -
Prima -134,250
Neto -134,250
USD/CAD
USD/CAD