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€/USD put spread MAR 1.40/1.36 Strategy Summary
Issued on May 15 2008 par Strategies Options

Summary and results for a Put Spread on EUR / USD.
I - Strategy done on 20-11-09

Put Spread :
we bought 125000 MAR2010 1.40 puts at 0.0146 thus $+1825
we sold 125000 MAR2010 1.36 puts at 0.0076 thus $-950

Total debit 1825-950=$ 875


II - Pricing

From November 20 2009 to February 1st 2010 :
c'est une photo de la valorisation de la stratégie put spread



III - Result
Profit=+1200 $ (+137%)

Eur/USD : Put Spread MAR 1.40/1.36
Eur/USD : Suivi Put Spread, C'est La Sortie !

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