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Investment Tools and Analysis
     
Enter the cells with a yellow highlight   
     
Long Call  (Purchased Call)
     
Inputs:    
Symbol Enter symbol 
Trade date Enter date 
Expiration date Enter Date 
Current value of underlying Enter value of underlying asset
Volatility Enter volatility 
Purchased call:    
Strike price Enter strike price of purchased call
Premium Enter price of purchased call
Calculated values:    
Net debit (margin required)   
Days to expiration   
Break-even (BEP)   
Maximum loss   
Time as proportion of a year   
Volatility parameter   
Standard deviations:    
For the strike price   
For the break-even point   
Probabilities that x will be:  Price OfGain (Loss)
Less than the strike price UnderlyingOn
Between strike price and BEP At ExpirationLong Call
Probability of a loss 
Greater than BEP 
Probability of a gain 
Expected values for x:  
Less than the strike price 
Between strike price and BEP 
Expected value of loss 
Greater than BEP 
Expected value of gain 
Expected value of trade 
   
Mathematical advantage (MA) 
Average gain (G) 
Average loss (L) 
Fixed fraction (f) 

 

 
Long Put  (Purchased Put)
     
Inputs:    
Symbol Enter symbol 
Trade date Enter date 
Expiration date Enter Date 
Current value of underlying Enter value of underlying asset
Volatility Enter volatility 
Purchased put:    
Strike price Enter strike price of purchased put
Premium Enter price of purchased put
Calculated values:    
Net debit (margin required)   
Days to expiration   
Break-even (BEP)   
Maximum loss   
Time as proportion of a year   
Volatility parameter   
Standard deviations:    
For the strike price   
For the break-even point   
Probabilities that x will be:  Price OfGain (Loss)
Greater than the strike price UnderlyingOn
Between strike price and BEP At ExpirationLong Put
Probability of a loss 0.00
Less than BEP 
Probability of a gain 
Expected values for x:  
Greater than the strike price 
Between strike price and BEP 
Expected value of loss 
Less than BEP 
Expected value of gain 
Expected value of trade 
   
Mathematical advantage (MA) 
Average gain (G) 
Average loss (L) 
Fixed fraction (f) 

 

 
Short Call  (Sold Call)
     
Inputs:    
Symbol Enter symbol 
Trade date Enter date 
Expiration date Enter Date 
Current value of underlying Enter value of underlying asset
Volatility Enter volatility 
Sold call:    
Strike price Enter strike price of sold call
Premium Enter price of sold call
Calculated values:.   
Net credit   
Days to expiration   
Break-even (BEP)   
Maximum gain   
Time as proportion of a year   
Volatility parameter   
Standard deviations:    
For the strike price   
For the break-even point   
Probabilities that x will be:  Price OfGain (Loss)
Less than the strike price UnderlyingOn
Between strike price and BEP At ExpirationShort Call
Probability of a gain 0.00
Greater than BEP 
Probability of a loss 
Expected values for x:  
Less than the strike price 
Between strike price and BEP 
Expected value of gain 
Greater than BEP 
Expected value of loss 
Expected value of trade 
   
Mathematical advantage (MA) 
Average gain (G) 
Average loss (L) 
Fixed fraction (f) 

 

 
Short Put  (Sold Put)
     
Inputs:    
Symbol Enter symbol 
Trade date Enter date 
Expiration date Enter Date 
Current value of underlying Enter value of underlying asset
Volatility Enter volatility 
Sold put:    
Strike price Enter strike price of sold put
Premium Enter price of sold put
Calculated values:    
Net credit   
Days to expiration   
Break-even (BEP)   
Maximum gain   
Maximum loss   
Time as proportion of a year   
Volatility parameter   
Standard deviations:    
For the strike price   
For the break-even point   
Probabilities that x will be:  Price OfGain (Loss)
Greater than the strike price UnderlyingOn
Between strike price and BEP At ExpirationShort Put
Probability of a gain 0.00
Less than BEP 
Probability of a loss 
Expected values for x:  
Greater than the strike price 
Between strike price and BEP 
Expected value of gain 
Less than BEP 
Expected value of loss 
Expected value of trade 
   
Mathematical advantage (MA) 
Average gain (G) 
Average loss (L) 
Fixed fraction (f) 

 

 
Covered Call (Using SSF)
       
Inputs:      
Symbol Enter symbol   
Trade date Enter date   
Expiration date Enter Date   
Current value of underlying Enter value of underlying asset 
Price of SSF Enter volatility   
Volatility     
Sold call:      
Strike price Enter strike price of sold call 
Premium Enter price of sold call  
Calculated values:      
Net credit (debit)     
Days to expiration     
Break-even (BEP)     
Maximum gain     
Maximum loss     
Time as proportion of a year     
Volatility parameter     
Standard deviations:      
For the strike price     
For the break-even point     
Probabilities that x will be:  Price OfGain (Loss)Gain (Loss) 
Greater than the strike price UnderlyingOnOnTotal
Between strike price and BEP At ExpirationShort CallLong SSFGain (Loss)
Probability of a gain 0.00
Less than BEP 
Probability of a loss 
Expected values for x:  
Greater than the strike price 
Between strike price and BEP 
Expected value of gain 
Less than BEP 
Expected value of loss 
Expected value of trade 
   
Mathematical advantage (MA) 
Average gain (G) 
Average loss (L) 
Fixed fraction (f) 

Automatic recalculation 


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