we pick out the best
stock options for you!

Options

call, put, strangle, straddle... trading strategies made in Germany!

Options provide traders with a variety of excellent opportunities.

The greatest advantage is that, using suitable strategies, you do not need to bother any more with determining the market direction.

Many problems result from the purchase of a stock position. The quote has to rise so that the position can yield profits. If, contrary to your expectations, the quote sinks then you make losses. This means that you are compelled to choose the future direction of the quote. Who has not experienced just getting a position in the portfolio and then the quote then falls.…?

Good advice is now expensive. Do you sell at low losses or do you wait? Most traders unfortunately always decide to wait and to hope for a revival of the quote. This often occurs – before the quote then completely collapses! During this time, many decisions have to be made. In most cases, the right approach and the wrong approach become clear only later on. These decisions almost always come with a heavy price.

With a strangle or straddle you can approach the stock exchange in a significantly more relaxed manner. It is completely unimportant whether the stock quote rises or falls! Whatever the direction, the quote of either the call option or of the put option rises. The total position therefore always makes a profit in the event of price movement. And the more strongly the movement occurs, the higher the profit from the strangle. We are careful to shortlist only those values which have moved as much as possible in strong trends in the past.

One very interesting aspect of a strangle are the quarterly figures. These quarterly results are very often accompanied by strong price fluctuations. Due to the somewhat longer expiration date of our proposed strangle positions, we have always invested at these important dates!


In the period from October 2010 to January 2016, 95% of all positions achieved a minimum profit of 30%!
SOME EXAMPLES OF OUR TRADING STRATEGY...

On 6th Aug 2012, our strangle scanner located a suitable setup for our trading strategy in the CDE (Coeur d'Alene) stock chart. A strangle was placed with call options at a basis price of 21$ and put options at a basis price of 11$ and with an expiration date of January 2013.

Handelsstrategie, Chart, der Aktie CDE - Coeur d'Alene, strangle mit call Optionen und put Optionen Basispreis

After only a few days, the stock quote started to rise upwards. After only 10 days, the sale of the first part position took place.

Aktienkurs der Aktie CDE - Verkauf der ersten Teilposition nach 10 Tagen

The quote for the call option rose from 0.65$ to 3.20$, and now the first part sale took place. The remainder of the position continued. Currently, (7th Sep 2012) the call is quoted at 4.50$.

Aktie CDE - Kurs der call-Option, erster Teilverkauf, Rest der Position läuft weiter

This gives the following result:

Bought:
2 calls at $0,65 = $130
3 puts at $0,35 = $105
initial capital = 235$
Sold:
1 call at $3,20 = $320
1 call at $7,50 = $750
3 puts at $0,00= $0
final capital = 1070$.

The profit is $835 (332%).

Without any risk, the initial capital of 235$ yields a final capital of 1,070$. Without any risk means – if the stock quote had fallen then the quote of the put option would have risen and the call option would have become worthless. The total position would also be in the profit range.

On 21st June 2011, our strangle scanner located a suitable setup for our trading strategy in the OSK (Oshkosh Corp.) stock chart. A strangle was placed with call options at a basis price of 31$ and put options at a basis price of 21$ and with an expiration date of October 2011.

Chart der Aktie OSK, Oshkosh Corp. Strangle mit call Optionen Basispreis 31$, put Optionen Basispreis 21$, Laufzeit Oktober

Even on the first day, the stock quote began to rise. After only 9 days of trading, the stock quote rose from 26$ to 33$ (approx. 27%).

Kurs der OSK Aktie steigt um ca. 27%

The quote for the call option rose from $0,55 to $3,20 (482%).

Kurs der OSK Aktie steigt um ca. 482% von 0,55$ auf 3,20$

This gives the following result:

Bought:
1 call at $0,55 = $55
1 put at $0,45 = $45
initial capital = 100$
Sold:
1 call at $3,20 = $320
1 put at $0,00 = $0
final capital = 320$.

The profit is $220 (220%).

Without any risk, the initial capital of 235$ yields a final capital of 1,070$. Without any risk means – if the stock quote had fallen then the quote of the put option would have risen and the call option would have become worthless. The total position would also be in the profit range.

On 27th September 2010, our strangle scanner located a suitable setup for our trading strategy in the KBR Inc. stock chart. A strangle was placed with call options at a basis price of 30$ and put options at a basis price of 18$ and with an expiration date of March 2011.

Strangle der Aktie KBR Inc. mit  call Optionen Basispreis 30$ und put Optionen Basispreis 18$, Laufzeit März 2011

As expected, the stock quote started to move upwards from the rising triangular formation and from the trading range and rapidly reached the strike of 30$. From this point on, the call is in the money.

Aktienkurs, steigende Dreiecksformation und Tradingrange

The quote of the call option rose from $0,55 up to $3,40 (nearly 500%)

Kurs der call Option stieg vom Einstiegskurs 0,55$ auf 3,40$ fast 500% im Hoch

This gives the following result:

Bought:
1 call at $0,55 = $55
1 put at $0,55 = $55
initial capital = $110
Sold:
1 call at $3,40 = $340
1 put at $0,00 = $0
final capital = $340.

The profit is $230 (209%).

Without any risk, the initial capital of $110 yields a final capital of $340. Without any risk means – if the stock quote had fallen then the quote of the put option would have risen and the call option would have become worthless. The total position would also be in the profit range.

Am 29.11.2010 erscheint ein Handelssignal im Chart der Aktie ON Semiconductor. Es wird ein strangle mit call Optionen Basispreis 9$ und put Optionen Basispreis 7$ gekauft, es wird die Laufzeit April 2011 gewählt. Laden Sie hier die Ausgabe des Newsletters.

Handelssignal im Chart der Aktie ON Semiconductor

Even on the second day, the stock quote began to rise an on third day it reached the strike price.

Aktie ON Semiconductor bricht nach oben aus und erreicht am dritten Tag den Basispreis

The quote of the call option rose from $0,40 to $2,80 (600%)

Kurs der call Option ON Semiconductor stieg vom Einstiegskurs 0,40$ auf 2,80$ im Hoch 600%

Um die Long- und Shortseite im strangle gleich zu gewichten, wurde eine unterschiedliche Anzahl calls und puts gekauft. Es ergibt sich folgende Bilanz:

Bought:
3 calls at $0,40 = $120
4 puts at $0,30 = $120
initial capital = $240
Sold:
3 calls at $2,80 = $840
4 puts at $0,00 = $0
final capital = $840.

The profit is $600 (250%).

call, put, strangle, straddle...

picking out the best stock options

Strategy

volatility, trading volume, trading range, trend, spreads,

We scan the market daily for stocks which are about to launch a strong movement. The direction of the future movement cannot be predicted. In order for us to be able to use both possible directions we place a strangle.

Volatility is a decisive factor in our strategy. Only when this is at a low level in the short term is the stock shortlisted. Our scanner, developed independently, also uses some other tried and tested indicators to further limit the results. Moreover, a sufficient volume of trade in the stock is of great importance. This is the only way to guarantee that the relevant options also display sufficient volumes and narrow spreads.

The quotes for the basis value must display a low margin over the course of several days but, at the same time, must have been subject to large price movements in the past.

Stocks which move in only one trading range over years are not suitable for our strategy. The probability that a long continuous trend will develop is only very slight. We would under no circumstances recommend stocks such as FWRD:

call put ungeeignet sind Aktien wie FWRD

On the other hand, stocks such as AAPL are extremely suitable. Signals regularly appear which are followed by longer and strong trends:

für call-put geeignet sind Werte wie AAPL

For the following reasons, we prefer options which are quoted out of the money:

- we want to trade small positions only but to spread them widely
- leverage is better than with options which are quoted in the money
- we require at least 2-3 options for sound money management
- we do not need to concern ourselves at the beginning with the correct positioning of the stop loss
- even in the case of a total loss of the position, for whatever reasons, the size of the loss is limited
- at the beginning, the options hardly move at all, so we have enough time to order and to get low limits filled

Leverage

call Kurslinie ist im Geld kaum gekrümmt, der Hebel bleibt fast gleich
The quote line of a call in the money is only slightly curved. The leverage remains approximately the same.
call Kurslinie ist im Geld kaum gekrümmt, der Hebel bleibt fast gleich
On the other hand, if the line of a call out of the money is strongly curved then the leverage will become larger.

In the dark green area, the call is much too far out of the money. Even if the quote of the basis value rises by 20% the call will barely move – the line is too flat.

With a purchase in the area of the light green shading, the leverage operates immediately in our favor. We place our orders in this area.

moneymanagement

There are various possibilities for being able to successfully trade a strangle position.

The least stressful variant is simply to sell the total position when it has reached a profit of 30%. Within a period of almost 6 years, 97% of all positions have attained this! Seen over the whole year, you can make a healthy profit in this way – even if it does occasionally contain a loss position. Many of the funds administered by so-called professionals can only dream of a performance such as this!
If you have only a limited amount of capital at your disposal then you should decide for this variant. This also applies if you have indeed more capital at your disposal but want to utilize this at very low risk.

Using a second variant, profits can be even higher. Nevertheless, 75% of all positions entered into achieved a profit of 50%! in this case, it is necessary to buy several option pairs. In a profit scenario, the options are sold on a staggered basis. So, for example, 3 option pairs can be sold at 30%, 50% and 80% profit, leading to an excellent average profit. Naturally, the administrative expenditure is greater. You have to watch the quotes closely and place orders frequently. In the case of the last option pair, the risk of being able to achieve the desired 80% profit at all is naturally somewhat higher. That succeeds in "only" almost 54% of all positions. It is therefore necessary to provide this last option pair with a stop loss and, for example, to protect at 30% profit.

If you are more inclined to take risks, then you can buy an even greater number of option pairs. These are sold on a staggered basis and a small residual position is held for as long as possible. In this way, you can remain in the trend for an extremely long time and achieve a profit of several hundred per cent. Naturally, the effort involved here is correspondingly high. The positions need to be observed on a daily basis.

Various events can occur before the expiration date of a strangle which further maximize profit. Therefore, if the stock quote starts to rise, the longs can be topped up, that is to say, further calls are bought.
Furthermore, for example, a partial sale of calls can take place after the stock quote has risen. A small part of the profit is invested in the opposite position, that is to say, puts are purchased. The stock quote very often sinks again after a rise and the puts will yield profits very quickly. If the stock quote falls to the bottom line of the upwards trend, the puts are sold and calls are again repurchased.

You can find a comprehensive example of sales and repurchases here.

During the bad phases, the movements in the total market are very slight. This was the case in the US market at the beginning of 2014 and also in the first months of 2015. During these phases, it is advisable to follow a low-risk strategy. The positions are closed when a profit of 30% has been reached. If a good phase develops – that is, if the market is moving in an upwards trend or (what is even better) if it collapses strongly – the positions are simply held for longer. In this way, significantly higher profits are obtained with ease.

Profit and loss of our positions

97% of all bougt positions reach 30% profit!

profit, loss, equityline

Listing of individual positions:

This table is designed to give you a brief overview of some of the positions recommended in the newsletters.

The profit or loss of the positions is given in the blue fields (only the profit/loss of the trade, not of the total capital). Trading fees were not taken into account since these are extremely low with brokers such as Interactive Brokers and can be ignored. Brokers who charge fees of 10€ to 20€ for the purchase of a single option are not suited for this trading strategy.


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Only a relatively small amount of capital is invested per position. It is important to spread the capital widely, for only in this way can you increase your chances of having exceptionally good ongoing values in the portfolio. The strategy has both good and bad phases! If you were to invest a very large amount of capital in only a very few values, and if these very positions subsequently did very badly, then you would have to reckon with a total loss. Wide spreading over as many values as possible reduces this risk.


statistische Auswertungen Trades
statistische Auswertungen Trades

After the expiry date, it is then clear whether a position has achieved 30%,50%,80% or 100% profit. Part positions can achieve profits of several hundred per cent. However, these figures cannot be used for statistical purposes.


In the period from October 2010 to May 2015, 264 trades were carried out. Of these, 256 trades achieved a profit of 30%, 199 trades achieved a profit of 50% and 142 trades achieved a profit of 80%. 119 Trades achieved a profit of 100%. 8 trades were closed with a total loss.

Musterdepot, Auswertung, Gewinn, Verlust

A trading strategy should be simple and understandable. Profits should be constantly flowing.

Our strangle-strategy is ideal for low-risk trading.

FAQ

Here you find the answers to most asked questions

WHY IS THE CALL-PUT OPTION NEWSLETTER BETTER THAN OTHER TRADING NEWSLETTERS?

Normally, you are offered dozens of stocks in other trading newsletters. In most cases, fundamental information is discussed and the recommendation is almost always to buy! If, however, the stock quotes then sink despite the recommendation to buy, you are left in the lurch! Can you remember the last months of 2007 when all quotes had reached record levels and recommendations were made even in the relevant newspapers to continue buying stocks? The German Stock Market Index (DAX) was already seen at 10,000 points... The resulting decline at the beginning of 2008 came at just the right time for our strangle strategy. The puts developed magnificently! If you had bought any of the ubiquitously praised stocks then you had to sustain heavy losses. The uncertain situation in February/March 2010 – when the question "Will the market decline now or will it go up again?" was being asked – did not bother us greatly. It was possible to make excellent use of it to place new strangles. Since the stock quotes subsequently rose, our strangles calls were able to chalk up healthy profits. The months July and August 2011 surprised with a strong slump on the stock exchanges. For our strategy, that was the best time of the year. The positions reached the 100% profit mark in only a few days.

Our trading recommendations are very carefully selected and tradeable even with very small accounts. The direction in which the quotes move is completely unimportant. Even the last slump in the markets caused by the financial crisis brought excellent profits to our strangles

As the holder of a stock position, you have to live with the constant danger that the value of a stock can suddenly drop by 20% or even 50% overnight. The reason for these extreme quote losses is mostly a profit warning. On the other hand, as the holder of a strangle position, nothing better can happen to you. The quote of the put option will immediately shoot up and bring you good profits.

Using the strangle strategy, you are guaranteed not to have any problems with sleepless nights! Our subscribers confirm again and again that they have never yet found a more pleasant and stress-free type of trading.

HOW ARE THE COSTS OF A SUBSCRIPTION WORTH IT FOR ME?

A subscription is money well invested. You can participate in a strategy which has been developed and continuously improved over a long period. Numerous experiences, both positive and negative, have contributed to the development of our market scanner and you can profit from this fully. Imagine you had to examine 5,000 stocks for buying opportunities every day. That is completely impossible on a manual basis. Using our strangle scanner, we can take over this task for you. With our newsletter, you have the opportunity to act more successfully on the stock exchange. We will also naturally help you in other situations, e.g., in establishing a portfolio or in placing a correct order. As a subscriber, you have at all time access to a password-protected area of the website, in which you can find numerous tips and experience with regard to trading in options.

WHY DOES A SUCCESSFUL TRADER OFFER ITS STRATEGY TO OTHER TRADERS?

Trading in front of the PC is quite a lonely job. Contact with other traders leads to an expansion of personal horizons. Dealing with the questions, suggestions and criticism of other traders prevents professional myopia and substantially improves trading skills. Over the course of time, this leads to a continuous improvement in strategy.

WHY IS TRADING IN OPTIONS LESS RISKY THAN TRADING IN STOCKS?

With a single option, you control 100 stocks. If a stock costs 10$ and an option 1$, then purchasing this option entails using only 10% of the capital which would be necessary for the purchase of 100 stocks. Therefore, the purchaser also risks only 10% of his capital!

WHAT DO I NEED TO BE ABLE TO TRADE USING THIS STRATEGY?

You should already have experience in trading with stocks, CFD, certificates or warrants. You need a portfolio with a broker who charges you very low trading fees, for example, Interactive Brokers or LYNX. The purchase of 6 options with Interactive Brokers costs only about 3 $. Orders with LYNX are, on average, 60% cheaper than with other German brokers. Real-time quotes subscribed from a broker are not absolutely necessary with our strategy. It is enough if you use the cost-free quotes which are delayed by 15 or 20 minutes. Nevertheless, working with real-time quotes is naturally significantly more convenient.

Furthermore, you certainly need the necessary calm and serenity! Single positions can indeed remain for several weeks in the portfolio without moving by one cent. That is no reason for a premature exit. Large quote movements can occur at any time.

WHAT COMPUTER TECHNOLOGY DO I NEED?

A standard PC and a normal Internet connection are sufficient. Trading can be carried out without a hitch even with old 56 k modems. One monitor is sufficient. Success in the stock exchange is not necessarily proportional to the number of monitors!

HOW OFTEN DOES THE NEWSLETTER APPEAR?

The signals appear irregularly and are very dependent on the general market situation. In quiet phases, the scanner delivers many signals; in volatile and hectic phases, less signals. This results in the great advantage that you can always place your purchase orders on quiet days and the quotes do not alter. On average, you will receive several signals per week and, during the high phase, even several per day.

ARE THE SIGNALS DESCRIBED IN THE NEWSLETTER FOLLOWED UP LATER?

All signals are included in a sample portfolio and are regularly updated up to the complete closing of the position. In the same way, all later partial purchases and sales are included. As a subscriber, you will receive a password and have unrestricted access to the sample portfolio and can follow all activities. Moreover, you will find many useful tips in the subscription area for daily trading with options and an archive of all older issues in zip format. In the sample portfolio, relatively small positions are traded intentionally, with an average of only about 150-250 $ per value, which means that single trades remain clear. If you have more capital at your disposal then you can also trade twice, five times or ten times the amount of options without any problem.

CAN I DEVIATE FROM THE RECOMMENDED OPTIONS?

The expiration dates and basis prices of the options are suggestions only and you can deviate from them within certain limits. In the interests of sound money management you should, however, always buy several calls or puts. With 6-10 of them, a staggered sale in the profit zone is easier to achieve than with only 1 or 2 of them. You can also deviate on a longer term. However, in this case, you have to be prepared to accept somewhat higher option quotes.

HOW DO I PROTECT MY POSITIONS?

Avoid ordering stop loss before a strangle is in profit. It is not for nothing that we select long to very long expiration dates in order to give the basis values time to develop a trend. Sometimes, the spreads are very large and you could be unwillingly stopped out with a very unfavorable quote. Always remember that the positions are already so well protected in themselves that a total lost occurs only very seldom – and that in exceptionally long phases without any quote movement. Slight temporary losses are due only to a falling volatility. Always regard these phases as a welcome opportunity to be able to top up the positions to a favorable quote.

WHAT HAPPENS IN THE CASE OF A STOCK SPLIT?

The options are also split. In the case of a 2-1 split, the basis price is halved. If you had a call with a basis price of 100$ in the portfolio before the split then after the split you posses two calls with a basis price of 50$.

WHAT DO I DO IN THE CASE OF A TAKEOVER?

Suspected takeovers are very good for our strategy. In most cases, the basis values rise strongly immediately and our calls profit from this. However, announced takeovers are poison for options and the fair value sinks to zero. If you hold the position of a takeover candidate and the option is not in the money, then sell it immediately. After the completion of a takeover, the options receive new abbreviations and simply continue on. In the first days, the spread is often extremely wide since the quotes have to be re-adjusted. In this time, you will see – in addition to the abbreviations of the option – the description "adjustment basket". In rare cases, this transition phase can last several months and your capital is blocked. Therefore, it is better to exit before the takeover and to use this freed-up capital for new signals of other values.

HOW ARE THE CHARTS TO BE READ?
Skala für Kurs der Option, Kurs der Aktie/Basiswert, aktueller Aktienkurs, Kurs der call-Option
The vertical scale shows the option quote while the horizontal scale shows the stock quote (basis value). The red line represents the option quote at a certain stock quote and the vertical black line is the current quote.

The current stock quote is at $57.63 and the quote for the call option is $0.45.

If the stock quote rises to $65 then the quote for the call option rises to $2.

If the stock quote rises to $75 then the quote for the call option rises to $7,50$

If the stock quote falls to $50 then the quote for the call option falls to $0.05.

Any change in volatility is not taken into consideration in this chart. As a trader with Interactive Brokers you also have the opportunity to fade this in.
WHY ARE THE ISIN OF THE OPTIONS NOT GIVEN IN THE NEWSLETTER?

The method of including an option in the trading platform via basis price and expiration date is much simpler than typing in long and complicated ISIN. A typo can quickly slip in. Instead of three zeros, you unintentionally type in 4 zeroes. The list of the possible sources of error is long.

With only a few mouse-clicks, you can also find the suitable option without ISIN.

First of all, enter the abbreviation of the relevant stock in the column “Underlying”, in this case CPWR. Confirm with enter.

A menu opens where you click on “Options” and then the suitable expiration date with month and year.

WKN, Option, Basispreis, Laufzeit, Handelsplattform

By clicking on the year date, a new window opens in which you select the stock exchange (normally always SMART), and then the suitable basis price, and then call or put. At “Symbol”, you will also now see the ISIN of the option.

Eingabe von Stückzahlen, Basispreis, bid und ask, Handelsplattform

By clicking once on the “OK” button, the option is included in the trading platform. You can now see the latest quote, as well as the bid and ask with the corresponding quantity. The order of the columns can vary according to your own settings.

Mausklick auf Button, Option in Handelsplattform übernehmen, letzten Kur, bid und ask mit Stückzahlen

DO YOU OFFER FURTHER ADVISORY SERVICES?

As a subscriber to the newsletter, you can count on comprehensive support. No matter whether you need help in opening a portfolio with a broker or assistance in the activation of real-time quotes or in placing orders, we are (almost) always there for you. Within Germany, we will gladly call you back on your landline or provide you with consultation via Skype-chat. It is even possible to show you live and directly on your PC how to, for example, place a purchase order or how to set up a stop loss. For this, you need only install the cost-free teamviewer tool and we can work together via Internet on your own PC.

Gewinn oder Verlust?

An der Börse kann man 1000 % gewinnen, aber nur 100 % verlieren!

Fundamentals

options fundamentals

Options are the most versatile trading instrument which have ever been developed. As a trader, you can profit from use of the unique non-linear behavior of the option price and the market movement in the most varied way from rising or falling markets.

The simplest method is to achieve profits with a call when stock quotes are rising and with a put when stock quotes falling. Because of the very small capital expenditure, the risk of loss is confined to narrow limits.
Newcomers to option trading always ask the question: “Why is the quote for my call not rising although the stock quote is rising?” You can find the answer here.

Just as you insure your house or your car, you can use options to protect your stock portfolio against falling quotes.

To put it quite simply, the buyers of options have rights and the sellers of options have obligations. The buyers of options have the right – not, however, the obligation – to purchase the basis value (the stock) at a certain price (basis price) (if they hold a call) or to sell it (if they hold a put). This right applies up until the date of expiry.
As the seller of the option, you have the obligation to deliver stocks to the purchaser of the option or to accept them from him.

The expiry date is the third Friday of the month.

The price of an option depends on a number of factors:
- call or put
- quote of the stock which serves as the basis value
- strike price
- expiration date of the option
- volatility

A stock option normally refers to 100 stocks and, in exceptional cases, to 10 stocks. This means that if you purchase an option at a quote of 1$, you have a position of $100 in the portfolio.

There are 3 directions which a market can take – up, down or to the side. Being able to estimate the potential market direction is very important for the use of options.

If the market rises, you could buy stocks, buy calls, but also sell puts. Do you have other possibilities? Of course! The combination of calls and puts offers a huge range of different strategies with which you can narrowly limit your risk of loss and enormously increase your chances of profit.

Options with an expiration date of more than 9 months are called LEAPS (Long-term Equity Anticipation Securities). LEAPS offer the trader the significant advantage of having a great opportunity for a strong and long-term market movement within the long expiration date.

trading strategies with options

Strategien auf steigende Kurse mit begrenztem Risiko:

- Kauf eines calls

- call ratio backspread

- bull call spread
Kauf eines calls mit niedrigem Basispreis und gleichzeitiger Verkauf eines calls mit höherem Basispreis in Erwartung steigender Kurse.
Kurs des Underlying: 10$
Kauf 1 call Januar 2010 strike 9,50$
Verkauf 1 call Januar 2010 strike 11$
bull call spread option

- bull put spread
Kauf eines puts mit niedrigem Basispreis und gleichzeitiger Verkauf eines puts mit höherem Basispreis in Erwartung steigender Kurse.
Kurs des Underlying: 10$
Kauf 1 put Januar 2010 strike 9,50$
Verkauf 1 put Januar 2010 strike 11$
bull put spread

Strategien auf steigende Kurse mit hohem bis unbegrenztem Risiko:

- Kauf einer Aktie

- Verkauf eines put

- call ratio spread
Kauf einer kleineren Anzahl calls zu einem niedrigeren Basispreis und Verkauf einer größeren Anzahl calls zu einem höheren Basispreis.
Kurs des Underlying: 9,75$
Kauf 5 calls Januar 2010 strike 9,50$
Verkauf 10 put Jan. 2010 strike 10$
call-ratio-spread

- covered call
Kauf eines Underlying (Aktie) und gleichzeitiger Verkauf eines calls auf dieses Underlying.
Kurs des Underlying: 12,50$
Verkauf call Januar 2010 strike 12,50$
covered call

Strategien auf fallende Kurse mit begrenztem Risiko:

- Kauf eines put

- put ratio backspread

- bear put spread
Kauf eines Put mit hohem Basispreis und gleichzeitiger Verkauf eines Put mit niedrigerem Basispreis in Erwartung fallender Kurse.
Kurs des Underlying: 55$
Kauf 1 put Januar 2010 strike 60$
Verkauf 1 put Januar 2010 strike 50$
bear put spread call put option

- bear call spread
Kauf eines calls mit hohem Basispreis und gleichzeitiger Verkauf eines calls mit niedrigerem Basispreis in Erwartung fallender Kurse.
Kurs des Underlying: 55$
Kauf 1 call Januar 2010 strike 60$
Verkauf 1 call Januar 2010 strike 50$
bear call spread

Strategien auf fallende Kurse mit hohem bis unbegrenztem Risiko:

- Leerverkauf einer Aktie

- Verkauf eines calls

- covered put

- put ratio spread
Kauf einer kleineren Anzahl puts zu einem höheren Basispreis und Verkauf einer größeren Anzahl puts zu einem niedrigeren Basispreis.
Kurs des Underlying: 9,75$
Kauf 5 put Januar 2010 strike 10$
Verkauf 10 put Jan. 2010 strike 9,50$
put ratio spread

neutrale Strategien mit begrenztem Risiko:

- long synthetic straddle

- long iron butterfly

- long strangle
Kauf eines calls mit höherem Basispreis und Kauf eines puts mit niedrigerem Baisipreis und gleicher Laufzeit.
Kurs des Underlying: 65$
Kauf 1 call Januar 2010 strike 67,50$
Kauf 1 put Jan. 2010 strike 62,50$
long strangle call put option

- long straddle
Kauf eines calls und eines puts mit gleicher Laufzeit und gleichem Basispreis.
Kurs des Underlying: 65$
Kauf 1 call Januar 2010 strike 65$
Kauf 1 put Januar 2010 strike 65$
long straddle call put option

- long butterfly
Kauf und gleichzeitiger Verkauf von je zwei calls. Gekauft werden 1 call am Geld und 1 call im Geld. Verkauft werden 2 calls zum aktuellen Kurs des Underlying.
Kurs des Underlying: 30$
Kauf 1 call Januar 2010 strike 27,50$
Kauf 1 call Januar 2010 strike 32,50$
Verkauf 2 calls Jan. 2010 strike 30$
long butterfly spread call put option

- long condor
Ein long condor ähnelt einem long butterfly, mit dem Unterschied dass der condor 4 verschiedene strikes hat, der butterfly nur 3 verschiedene.
Kurs des Underlying: 65$
Kauf 1 put Januar 2010 strike 55$
Kauf 1 call Januar 2010 strike 75$
Verkauf 1 put Jan. 2010 strike 62,50$
Verkauf 1 call Jan. 2010 strike 67,50$

long condor

neutrale Strategien mit hohem bis unbegrenztem Risiko :

- short straddle
Verkauf eines calls und eines puts mit gleicher Laufzeit und gleichem Basispreis.
Kurs des Underlying: 65$
Verkauf 1 call Januar 2010 strike 65$
Verkauf 1 put Januar 2010 strike 65$
short straddle

- short strangle
Verkauf eines calls mit höherem Basispreis und Verkauf eines puts mit niedrigerem Baisipreis und gleicher Laufzeit.
Kurs des Underlying: 65$
Verkauf 1 call Januar 2010 strike 67,50$
Verkauf 1 put Januar 2010 strike 62,50$
short strangle call put option

Die Griechen

Delta - Prozentwert zu dem eine Option die Kursbewegung des Basiswertes nachvollzieht. Call-Optionen haben ein positives Delta, put-Optionen ein negatives Delta. Es beschreibt die Kursänderung einer Option wenn sich der Kurs des Basispreises um 1 Punkt bewegt. Ein Delta von 50% bedeutet, ein call wird 50 Cent steigen wenn der Basiswert 1 $ oder Euro steigt.

Gamma - Betrag um den sich das Delta einer Option ändert wenn sich der Basiswert um 1 Punkt bewegt. Beträgt das Gamma 0,10, dann steigt das Delta von 0,50 auf 0,60 wenn die Aktie von 50$ auf 51$ steigt.

Theta - Betrag um den sich die Optionsprämie verringert, wenn sich die Restlaufzeit um einen Tag verkürzt. Beträgt das Theta 0,02 dann fällt die Optionsprämie um 0,02 $ pro Tag .





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Option, Kurs der Aktie/Basiswert, aktueller Aktienkurs, Kurs der call-Option

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