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Derivatives, Futures & Options

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Derivatives, Futures & Options

Calendar Spread

Writing an option in a nearer expiry and buying the same strike in a further expiry, or the equivalent in futures.

Net Debit = Far Expiry Premium - Near Expiry Premium, at the same strike
Derivatives, Futures & Options

Call Option

An option giving its buyer the right to buy the underlying at the strike price on or before expiry.

Payoff at expiry for the buyer = max(Spot - Strike, 0) - Premium Paid
Derivatives, Futures & Options

Cash and Carry Arbitrage

Buying the underlying in the cash market while selling its futures, locking in the basis as a return.

Locked-in Return = (Futures Price - Spot Price - Transaction Costs) / Spot Price, annualised over the days to expiry %
Derivatives, Futures & Options

Cash Settlement

Settlement of a derivative by paying the cash difference between the contract price and the final settlement price.

Settlement Amount = (Final Settlement Price - Contract Price) x Lot Size, sign adjusted for the position
Derivatives, Futures & Options

Cash-Secured Put

Writing a put while setting aside enough cash to buy the underlying if assigned.

Cash to Reserve = Strike x Lot Size; Effective Purchase Price if Assigned = Strike - Premium Received
Derivatives, Futures & Options

Collar

Holding shares while buying a protective put and writing a call, funding the protection with the premium received.

Net Cost = Put Premium - Call Premium; Outcome is bounded between (Put Strike - Net Cost) and (Call Strike - Net Cost)
Derivatives, Futures & Options

Contango

A condition in which futures prices are above the spot price, and later expiries are priced above nearer ones.

Test: Futures Price > Spot Price, with successively distant contracts priced progressively higher qualitative
Derivatives, Futures & Options

Contract Value

The notional value of the underlying that one derivative contract controls.

Contract Value = Lot Size x Current Price of the Underlying
Derivatives, Futures & Options

Cost of Carry

The net cost of holding the underlying until a derivative's expiry, comprising financing cost less any income received.

Futures Fair Value = Spot x (1 + Risk-Free Rate x Days to Expiry / 365) - Dividends Expected before Expiry %
Derivatives, Futures & Options

Covered Call

Writing a call option against shares already owned, so the delivery obligation is covered by the holding.

Maximum Gain = (Strike - Purchase Price + Premium) x Lot Size; Break-even = Purchase Price - Premium