Vertical Spreads

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Wiz3003
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Vertical Spreads

Post by Wiz3003 » 26/10/2015, 14:47

Raccolta trades tipo Vertical Spread
You control how you trade; the market controls how and when you'll get paid.
Confidence doesn't come from being right all the times; it comes from surviving the many occasions of being wrong.

ZePeq

Re: Vertical Spreads

Post by ZePeq » 26/10/2015, 15:35

Bull spread.png
Bull spread.png (35.03 KiB) Viewed 201 times
Ho fatto questa bull put spread sullo yen per venerdì.
Controlliamo che sia tutto esatto:

-Sell Put@120.60
-Buy protective Put@119.85

Max Gain (se chiude sopra strike 120.60) = Premio ricevuto 200 - Premio pagato 100 = 100$
Max Loss (se chiude da 120.60 a 119.85) = 75 pips x 1lot = 750$ - 100$ premio = 650$

Break-even point = 120.50

Tutto corretto?

ZePeq

Re: Vertical Spreads

Post by ZePeq » 26/10/2015, 15:46

Vediamo se mi conveniva invece fare una bull call (anche se la put l'ho fatta ieri sera quindi i prezzi varieranno)
buy call.png
buy call.png (32.26 KiB) Viewed 198 times
sell call.png
sell call.png (32.33 KiB) Viewed 198 times
Facciamo 2 calcoli:

-Max Gain (se chiude sopra 120.60) = premio ricevuto= 1.040-780= 260$
-Max loss = 75pips x 1lot = 750$-260$ = 490$

ZePeq

Re: Vertical Spreads

Post by ZePeq » 26/10/2015, 15:49

sell put.png
sell put.png (32.27 KiB) Viewed 195 times
buy put.png
buy put.png (32.3 KiB) Viewed 195 times
Riecco i calcoli della put spread al market price attuale:

-Max Gain = 460$ - 300$ = 160$
-Max Loss = 750$ - 160$ = 590$

Allora sembra che la call convenga?

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