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Dear sir,
Regarding the options hedging, the expected futures price is calculated as 100 – 3·8 – 0·18 = 96·02, what does that figure of 0.18 mean and how do i get the figure?
Sorry, i just found the answer to that question! 🙂
Another question, on collars, there’s a loss on exercise included in the net payment. Is it correct if i think of the loss/gain on the exercise this way:
if holders of our sold call options exercise their right, we will have ‘loss on exercise’ by paying them
if we exercise our put option, we will have ‘gain on exercise’ by buying them back at lower price?
If both of the parties exercise the options: it is the net of the above two
Is it correct?
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