| Optionsstrategien |
...mehr
Market Bullish |
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Market Neutral |
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Market Bearish |
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Aufbau der Strategien (hier Kauf der entsprechende Strategie)
| Ladder | Buy Call, sell call at a higher strike, sell call at yet
higher strike (Sell put, sell put at higher strike, buy put at yet higher strike) |
| Straddle Calender Spread | Sell Straddle in near month, buy Straddle in far month at same strike |
| Diagonal Straddle Calender Spread | Sell Straddle in near month, buy Straddle in far month at different strike |
| Conversion | Sell call, buy put at same strike, buy future |
| Reversal | Buy call, sell put at same strike, sell future |
| Straddle | Buy put, buy call at same strike |
| Volatility Trade | Buy puts, buy appropriate number of futures to give zero net
delta Buy calls, sell appropritate number of futures to give zero net deltla |
| Condor | Buy put (call), sell put (call) at two equally higher strikes, buy put (call) at yet higher strike |
| Box | Buy Call and sell put, buy put and sell call at higher strike |
| Butterfly | Buy put (call), sell two puts (calls) at higher strike, buy put (call) at equally higher strike |
| Call (Put) Spread | Buy Call, sell call at higher strike (Buy put, sell put at lower strike) |
| Calender Spread | Sell near put (call), buy far put (call) |
| Diagonal Calender Spread | Sell near put (call), buy far put (call) at a different strike |
| Guts | Buy call, buy put at a higher strike |
| Two by One Ration Call (Put) Spread | Sell call, buy two calls at higher strike (Sell put, buy two puts at lower strike) |
| Iron Butterfly | Buy Straddle, sell Straddle (eg sell put, buy put and call at higher strike, sell call at equally higher strike) |
| Combo | Sell call, buy put at lower strike |
| Strangle | Buy put, buy call at higher strike |
| Einführung |
| [ Strategien ] |
| exotische Optionen |
Bücher |
Einführung in Futures-
und Optionsmärkte
Optionen und Futures verstehen
[ ...mehr Bücher ]
Erläuterungen |
| OTM | out of the money |
| ATM | at the money |
| ITM | in the money |
| Delta | mißt die Änderung des Optionspreises unter der Annahme
einer kleinen Änderung im Preis des Basiswertes |
| Gamma | zeigt die erwartete Änderung im Delta bei einer kleinen Änderung im Basiswert |
| Theta | mißt Änderung des Optionspreises im Zeitablauf |
| Vega | mißt, wie eine Veränderung der Volatilität den Optionspreis verändert |