2100000

2000000

activ

1900000
1800000
1700000
1600000
1500000
1.68

1.73

Boca Dumitru Daniel - Master Banci si Piete Financiare, An 2, Produse Bancare Derivate

optiune put

1.83

1.88

1.93

curs
spot

An 2, Produse Bancare Derivate

forward

put

activ -prima

1.98

valoare =
curs =
rata dobanda =
prima =
optiune put =

curs =
valoare activ =

1,000,000
1.83 usd/gbp
6%
100,000 usd/gbp
1.83 usd/gbp

1.68

1.73

1.83

1680000

1730000

1830000

forward =

1,830,000 1,830,000 1,830,000

valoare activ- prima =

1,580,000 1,630,000 1,730,000

put =

1,830,000 1,830,000 1,830,000

Nota : se pot edita campurile galbene; parola= put

1.88

1.93

1.98

1880000

1930000

1980000

2000000

1,830,000 1,830,000 1,830,000

1830000

1,780,000 1,830,000 1,880,000 1,900,000

1,830,000 1,830,000 1,880,000 1,900,000

optiune call
-1500000
1.77

1.8

1.83

-1600000

datorie

-1700000
-1800000
-1900000
-2000000
-2100000
-2200000

spot

Boca Dumitru Daniel - Master Banci si Piete Financiare, An 2, Produse Bancare Derivate

forward

optiune call

1.86

1.92

1.95

2.00

valoare =
curs =
rata dobanda =
prima =
optiune call =

curs =
valoare pasiv =
forward =

valoare pasiv + prima =

call =

Nota : se pot edita cam

curs
valoare pasiv+ prima

call

valoare =
curs =
rata dobanda =
prima =
optiune call =

curs =
valoare pasiv =

-1,000,000
1.83 usd/gbp
6%
-120,000 usd/gbp
1.83 usd/gbp

1.77

1.8

1.83

1.86

1.92

1.95

-1770000

-1800000

-1830000

-1860000

-1920000

-1950000

forward =

-1,830,000 -1,830,000 -1,830,000 -1,830,000 -1,830,000 -1,830,000

valoare pasiv + prima =

-1,890,000 -1,920,000 -1,950,000 -1,980,000 -2,040,000 -2,070,000

call =

-1,890,000 -1,920,000 -1,950,000 -1,950,000 -1,950,000 -1,950,000

Nota : se pot edita campurile galbene; parola = call

2.00
-2,000,000
-1,830,000
-2,120,000
-1,950,000