going up??, page-9

re: going up and so is bhp options for ... astoria Hi A ... the near term month Options are only for the intrepid thrillseeker practised at trading these with Expiry 26/03/04 or only 9 trading days left in the series.

BC sees RIO like this ...
SCENARIO: LONG STOCK: RIO 15/03/04 > 25/03/04 = +/-
code c/p expiry strike i/vol 34.920 > 36.509 = 4.55%
RIOJB C 25/03/04 34.00 29.94% 1.2703 > 2.5089 = 97.50%
RIOJF C 25/03/04 34.50 21.02% 0.7507 > 2.0089 = 167.61%
RIOJM C 25/03/04 35.00 18.24% 0.4050 > 1.5089 = 272.57%
RIOEH C 25/03/04 35.50 18.25% 0.2101 > 1.0089 = 380.10%
RIOJK C 25/03/04 36.00 19.51% 0.1147 > 0.5089 = 343.52%

RIO71 C 29/04/04 34.00 19.76% 1.6200 > 2.7822 = 71.74%
RIO7Y C 29/04/04 34.50 17.48% 1.2002 > 2.2966 = 91.35%
RIO7P C 29/04/04 35.00 17.43% 0.9200 > 1.8801 = 104.36%
RIO7A C 29/04/04 35.50 17.08% 0.6709 > 1.4883 = 121.83%
RIO67 C 29/04/04 36.00 16.55% 0.4607 > 1.1294 = 145.15%

BC sees BHP like this ...
SCENARIO: LONG STOCK: BHP 15/03/04 > 25/03/04 = +/-
code c/p expiry strike i/vol 12.250 > 12.958 = 5.78%
BHPJG C 25/03/04 11.50 33.46% 0.8053 > 1.4581 = 81.07%
BHPJK C 25/03/04 12.00 24.89% 0.3601 > 0.9581 = 166.09%
BHPJQ C 25/03/04 12.50 26.54% 0.1199 > 0.4581 = 282.03%
BHP3I C 25/03/04 13.00 27.94% 0.0292 > 0.0000 = -100.00%
BHPZ4 C 25/03/04 13.50 34.96% 0.0152 > = -100.00%

BHPZG C 29/04/04 11.50 26.02% 0.9601 > 1.5392 = 60.31%
BHPZN C 29/04/04 12.00 24.10% 0.5901 > 1.0799 = 83.02%
BHPZO C 29/04/04 12.50 23.21% 0.3203 > 0.6800 = 112.32%
BHPZR C 29/04/04 13.00 22.97% 0.1549 > 0.3780 = 144.05%
BHP2R C 29/04/04 13.50 23.18% 0.0690 > 0.1861 = 169.60%

THE ABOVE PROJECTIONS ARE THEORETICAL AND DO NOT REPRESENT ADVICE OR RECOMMENDATION TO TRADE OR OTHERWISE.

Cheers ... tight stops.


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