A Product & scenarios Call option
Product & scenarios
Scenario 1 | Scenario 2 | Scenario 3 | |
---|---|---|---|
Description | Rising underlying | Stagnating underlying | Falling underlying |
Underlying value | share X | share X | share X |
Term | 1 year | 1 year | 1 year |
Strike | CHF 100 | CHF 100 | CHF 100 |
Issue price | CHF 10 | CHF 10 | CHF 10 |
Capital employed | CHF 10'000 (1'000 options x CHF 10) | CHF 10'000 (1'000 options x CHF 10 | CHF 10'000 (1'000 options x CHF 10 |
Share X at initial fixing | CHF 100 | CHF 100 | CHF 100 |
Share X at maturity | CHF 120 | CHF 110 | CHF 80 |
Performance share X | 20% | 10% | -20% |
Payoff
Scenario 1 | Scenario 2 | Sz enario 3 | |
---|---|---|---|
Calculation | (120 - 100) * 1'000 options | (110 - 100) * 1'000 options | 0 * 1'000 options (no intrinsic value) |
Redemption in CHF | 20'000 | 10'000 | 0 |
Profit / Loss | 100% | 0% | -100% |