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Portfolio Equity Derivatives Cash: 7229.94 29th June 2017 120 867592.80 457.55 29th June 2017 1200 549060.00

The document describes a portfolio containing stocks and derivatives positions in Maruti Suzuki and Motherson Sumi for the weeks of June 29th, 2017 and July 27th, 2017. Specifically: - The portfolio holds 120 shares of Maruti Suzuki worth Rs. 867,592.80 and 1,200 shares of Motherson Sumi worth Rs. 549,060. - Derivative positions include a strangle on Maruti Suzuki with a Rs. 7,200 put and Rs. 7,250 call, and a collar on Motherson Sumi with a Rs. 450 put and Rs. 460 call. - The total portfolio value is Rs. 50,000

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Karan Singh
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45 views

Portfolio Equity Derivatives Cash: 7229.94 29th June 2017 120 867592.80 457.55 29th June 2017 1200 549060.00

The document describes a portfolio containing stocks and derivatives positions in Maruti Suzuki and Motherson Sumi for the weeks of June 29th, 2017 and July 27th, 2017. Specifically: - The portfolio holds 120 shares of Maruti Suzuki worth Rs. 867,592.80 and 1,200 shares of Motherson Sumi worth Rs. 549,060. - Derivative positions include a strangle on Maruti Suzuki with a Rs. 7,200 put and Rs. 7,250 call, and a collar on Motherson Sumi with a Rs. 450 put and Rs. 460 call. - The total portfolio value is Rs. 50,000

Uploaded by

Karan Singh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 6

WEEK 1 and WEEK 2

EQUITY Stock Price As On Quantity Total


Maruti Suzuki India Private Limited MARUTI 7229.94 29th June 2017 120 867592.80
Motherson Sumi Systems Limited MOTHERSUMI 457.55 29th June 2017 1200 549060.00

DERIVATIVES
Maruti Suzuki India Private Limited - STRANGLE Price Lot Size Lot Cost No. of Options Expiry Date
Buy Put Option 123.10 150 18465.00 7 17-Jul
Buy Call Option 166.55 150 24982.50 7 17-Jul

Motherson Sumi Systems Limited- COLLAR Price Lot Size Lot Cost No. of Options Expiry Date
Buy Put Option 9.75 2500 24375.00 4 27th July
Sell Call Option 15.30 2500 38250.00 4 27th July

Portfolio 5000000.00
Equity 1416652.80
Derivatives 248632.50
Cash 3334714.70
Strike Price Total
7200.00 129255.00
7250.00 174877.50
304132.50
Total
450 97500.00
460 -153000.00
-55500.00
Current Stock 7229.94
Buy Call Option Strike Price 7250
We Pay Premium 166.55
Break Even 7539.65
Buy Put Option Strike Price 7200.00
We Pay Premium 123.10
Break Even 6910.35

Upper Breakeven Point 7539.65


Lower Breakeven Point 6910.35
Net Debit
289.65

Stock Price Net Pay Off (Put) Net Pay Off (Call) Net Pay Off
7600 -123.10 183.45 60.35
7590 -123.10 173.45 50.35
7580 -123.10 163.45 40.35
7570 -123.10 153.45 30.35
7560 -123.10 143.45 20.35
7550 -123.10 133.45 10.35
7540 -123.10 123.45 0.35
7530 -123.10 113.45 -9.65
7520 -123.10 103.45 -19.65
7510 -123.10 93.45 -29.65
7500 -123.10 83.45 -39.65
7490 -123.10 73.45 -49.65
7480 -123.10 63.45 -59.65
7470 -123.10 53.45 -69.65
7460 -123.10 43.45 -79.65
7450 -123.10 33.45 -89.65
7440 -123.10 23.45 -99.65
7430 -123.10 13.45 -109.65
7420 -123.10 3.45 -119.65
7410 -123.10 -6.55 -129.65
7400 -123.10 -16.55 -139.65
7390 -123.10 -26.55 -149.65
7380 -123.10 -36.55 -159.65
7370 -123.10 -46.55 -169.65
7360 -123.10 -56.55 -179.65
7350 -123.10 -66.55 -189.65
7340 -123.10 -76.55 -199.65
7330 -123.10 -86.55 -209.65
7320 -123.10 -96.55 -219.65
7310 -123.10 -106.55 -229.65
7300 -123.10 -116.55 -239.65
7290 -123.10 -126.55 -249.65
7280 -123.10 -136.55 -259.65
7270 -123.10 -146.55 -269.65
7260 -123.10 -156.55 -279.65
7250 -123.10 -166.55 -289.65
7240 -123.10 -166.55 -289.65
7230 -123.10 -166.55 -289.65
7220 -123.10 -166.55 -289.65
7210 -123.10 -166.55 -289.65
7200 -123.10 -166.55 -289.65
7190 -113.10 -166.55 -279.65
7180 -103.10 -166.55 -269.65
7170 -93.10 -166.55 -259.65
7160 -83.10 -166.55 -249.65
7150 -73.10 -166.55 -239.65
7140 -63.10 -166.55 -229.65
7130 -53.10 -166.55 -219.65
7120 -43.10 -166.55 -209.65
7110 -33.10 -166.55 -199.65
7100 -23.10 -166.55 -189.65
7090 -13.10 -166.55 -179.65
7080 -3.10 -166.55 -169.65
7070 6.90 -166.55 -159.65
7060 16.90 -166.55 -149.65
7050 26.90 -166.55 -139.65
7040 36.90 -166.55 -129.65
7030 46.90 -166.55 -119.65
7020 56.90 -166.55 -109.65
7010 66.90 -166.55 -99.65
7000 76.90 -166.55 -89.65
6990 86.90 -166.55 -79.65
6980 96.90 -166.55 -69.65
6970 106.90 -166.55 -59.65
6960 116.90 -166.55 -49.65
6950 126.90 -166.55 -39.65
6940 136.90 -166.55 -29.65
6930 146.90 -166.55 -19.65
6920 156.90 -166.55 -9.65
6910 166.90 -166.55 0.35
6900 176.90 -166.55 10.35
6890 186.90 -166.55 20.35
6880 196.90 -166.55 30.35
6870 206.90 -166.55 40.35
6860 216.90 -166.55 50.35
6850 226.90 -166.55 60.35

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