BUY DLF 140 CALL @3.3
BUY DLF 110 PUT @ 2.7
COST=6
TOTAL RISK = 12000
RETURN = UNLIMITED
UPPER BREAK GIVEN POINT=146
LOWER BREAK GIVEN POINT=104
Pay off table:
|
Strike
Price
|
Call
Option Price
|
Strike
Price
|
Call
Option Price
|
Closing
price
|
Return
from call
|
return
from put
|
Payoff
|
|
140
|
3.3
|
110
|
2.7
|
80
|
0
|
60000
|
48000
|
|
140
|
3.3
|
110
|
2.7
|
90
|
0
|
40000
|
28000
|
|
140
|
3.3
|
110
|
2.7
|
100
|
0
|
20000
|
8000
|
|
140
|
3.3
|
110
|
2.7
|
110
|
0
|
0
|
-12000
|
|
140
|
3.3
|
110
|
2.7
|
120
|
0
|
0
|
-12000
|
|
140
|
3.3
|
110
|
2.7
|
130
|
0
|
0
|
-12000
|
|
140
|
3.3
|
110
|
2.7
|
140
|
0
|
0
|
-12000
|
|
140
|
3.3
|
110
|
2.7
|
150
|
20000
|
0
|
8000
|
|
140
|
3.3
|
110
|
2.7
|
160
|
40000
|
0
|
28000
|
|
140
|
3.3
|
110
|
2.7
|
170
|
60000
|
0
|
48000
|
|
140
|
3.3
|
110
|
2.7
|
180
|
80000
|
0
|
68000
|
|
140
|
3.3
|
110
|
2.7
|
190
|
100000
|
0
|
88000
|
|
140
|
3.3
|
110
|
2.7
|
200
|
120000
|
0
|
108000
|
|
140
|
3.3
|
110
|
2.7
|
210
|
140000
|
0
|
128000
|
|
140
|
3.3
|
110
|
2.7
|
220
|
160000
|
0
|
148000
|
|
140
|
3.3
|
110
|
2.7
|
230
|
180000
|
0
|
168000
|
|
140
|
3.3
|
110
|
2.7
|
240
|
200000
|
0
|
188000
|
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