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€/USD Contingent Option Replication 02/25/11-03/30/11 Strategy Summary
Issued on December 17 2009 par Strategies Options

Summary and results.
I - Strategy done on 02-25-11

- We bought a 1.40 call for € 341
- We sold a binary call with a nominal of 1200€ for € 343

Total credit € +2


II - Pricing

From February 25th, to March 30th ,2011 :
c'est une photo de la valorisation de la stratégie put spread



III - Result
Loss=€ -563.30

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