r*m
发帖数: 16380 | 1 now FAZ is at 47.75.
but, Jan2012 40P is at the same price as Jan2012 60C, both around 5.35.
Why?
FAZ has no dividend. And decay favors downside. |
j***b
发帖数: 5901 | 2 I think that's just like puts are more expensive than calls.
Faz calls are similar to ordinary puts. Buying faz calls is hedging, and
hedging is always expensive.
【在 r*m 的大作中提到】
: now FAZ is at 47.75.
: but, Jan2012 40P is at the same price as Jan2012 60C, both around 5.35.
: Why?
: FAZ has no dividend. And decay favors downside.
|
g******4
发帖数: 1715 | 3 说明在FAZ Jan2012之前不太会跌！
【在 r*m 的大作中提到】
: now FAZ is at 47.75.
: but, Jan2012 40P is at the same price as Jan2012 60C, both around 5.35.
: Why?
: FAZ has no dividend. And decay favors downside.
|
G*******m
发帖数: 16326 | 4 现在玩明年的ＦＡＺ，好比是岭村的好姑娘不娶，千里之外买了一个不知底细的进门。 |
j***b
发帖数: 5901 | 5 It's the same for 2013 options. There is very little chance that faz will
not drop by 2013.
【在 g******4 的大作中提到】
: 说明在FAZ Jan2012之前不太会跌！
|
G*******m
发帖数: 16326 | |
