Selected option strategies

For each of the selected option strategies you will first see a simplified graphical example. The x-axis shows the price of the underlying, the y-axis shows profit or loss.

The illustration in this help shows the "ideal-typical" progression at the end of the term and the expected progression, which is modified by the entries in the "Expectation" field (curve that hugs). The "Current" curve is hidden for reasons of clarity.

The following tables show the most important features of the strategy at a glance:

• Market expectation (the strategies are also structured according to this in the "Option Strategy Optimization" dialog box)
• Construction - Which position elements (call long, call short, put long and put short) form the strategy
• Profit potential and risk of loss
• Time effect - influence of the decreasing residual term
• Volatility effect - influence of the change in share price volatility

An explicit consideration of the transaction costs incurred, which also influence the choice of the optimal strategy, is deliberately omitted here. Find out more about this with the help of further literature.