bc eto profit analyser spreadsheet ..., page-2

Hmmm ... for those having problems with the spreadsheet analyser ...

The BHP example should read-out like this ...

SCENARIO: LONG STOCK: BHP 05/02/04 > 18/02/04 = +/-
code c/p expiry strike i/vol 11.250 > 11.900 = 5.78%
BHP1C C 26/02/04 11.00 27.14% 0.4508 > 0.9164 = 103.26%
BHP1E C 26/02/04 11.50 29.15% 0.2200 > 0.4716 = 114.33%
BHP15 C 26/02/04 11.75 27.50% 0.1245 > 0.2844 = 128.51%
BHP5I C 26/02/04 12.00 28.56% 0.0797 > 0.1611 = 101.98%
BHP5L C 26/02/04 12.50 28.71% 0.0245 > 0.0334 = 36.23%
BHP1B C 26/02/04 13.00 33.68% 0.0156 > 0.0100 = -35.89%

BHPJH C 25/03/04 10.50 49.50% 1.2603 > 1.6466 = 30.65%
BHPJF C 25/03/04 11.00 29.70% 0.6600 > 1.0619 = 60.89%
BHPJJ C 25/03/04 11.25 28.14% 0.4995 > 0.8533 = 70.82%
BHPJG C 25/03/04 11.50 27.87% 0.3802 > 0.6758 = 77.77%
BHPJK C 25/03/04 12.00 27.85% 0.2101 > 0.3962 = 88.53%
BHPJQ C 25/03/04 12.50 29.03% 0.1200 > 0.2244 = 87.08%
BHP3I C 25/03/04 13.00 27.86% 0.0502 > 0.0986 = 96.41%

Cheers ... tight stops.


This is only my view ... read the red stuff.