Читать книгу Binary Options - Hamish Raw - Страница 30
1.11 Answers
Оглавление1. Potential profit = 28.2 ¥ $100 = $2,820
Potential loss = (28.2 – 100) ¥ $100 = – $7,180
2. Buy the 1150 downbet since the emphasis is on the ‘aggressive’ gambler. Both bets are out-of-the-money and therefore worth less than 50. They both have strikes 100 from the underlying, so assuming a normal distribution, will be worth the same. Just say they were worth 25 each. Then selling the upbet can only ever realise a profit of 25 while buying the downbet at 25, will realise a profit of 75 should it win.
3. Firstly, the underlying in this case is irrelevant. Buying the upbet and the downbet will cost a total of 96.7 to yield a risk-free profit of 3.3, since the upbet and the downbet must aggregate to 100. Since this trade is risk-free ‘fill yer boots’ and do as many as possible, in this case $3,600 of each. Therefore: Profit = 3.3 ¥ $3600 = $11,880