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€/USD European Knock Out 10/15/10-11/17/10 Strategy Summary
Issued on May 16 2009 par Strategies Options

Summary and results for a replicated european knock out option.
I - Strategy done on 10-15-10

- We bought a put spread 1.40/1.34 for € 578.14
- We sold a binary put with a nominal of € 2230=$3000 for € 201.37

Total debit € 376.77


II - Pricing

From October 15th, to November 17th ,2010 :
c'est une photo de la valorisation de la stratégie put spread



III - Result
Profit=€ +1321

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