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Subject: 3 month out-of-the money OEX put options Все понятно, кроме этих трех месяцев. Трехмесячные неприбыльные пут-опционы индекса OEX?Assuming Berny bought 3 month out-of-the money OEX put options that are 3% out-of-the-money, and that he paid 3% for them, then the market would have drop to 6% in order for his investors to recoup their cost on the puts. |
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