OBJECTIVES
- Introduction to Options
- Option Strategies
- Options Trading and Managing an Options Trading Book
- Corporates and Options
- Real-time Examples
PROGRAMME CONTENTS
Session 1
Introduction To Options
- Introduction to Options
- Call / Put
- American / European / Asian
- ATM / OTM / ITM
- Pricing of Options
- Theory & practice
- Excel-based workings
- Call - Put parity
- Determination of strike price
- Introduction to options and volatility trading
- Option Greeks like delta, gamma, theta, vega, rho.
Session 2
- Option Strategies
- Plain vanilla strategies Call spreads, Put spreads, Range Forwards, Butterfly trades, Straddles and Strangles, Condors, Seagulls, etc.
- Zero Cost Structures
- Pay off structures and practical workings
- Exotic options strategies Binaries, Barriers, Double Lock outs and lock ins, etc.
- Options and Risk Management
- Actual liability management and exchange rate examples
Session 3
Options Trading and Managing an Options Trading Book
Session 4
Corporates and Options (with some live examples)
Participants attending the entire course shall be eligible to receive Participation Certificate from the BSE Training Institute.
TARGET AUDIENCE
Executives at Treasury desks at Commercial Banks, Co- operative Banks and Corporates and Financial Market Professionals.
VENUE
BSE Training Institute
Bombay Stock Exchange Ltd.
P.J.Towers, 19th Floor
Dalal Street
Mumbai-400001
DURATION & TIMINGS
1 day
9.30 am to 5.00 pm
FEES
Rs. 4000.00 + 10.30% (Service Tax + Education Cess) per participant inclusive of course material, tuition fees, snacks and lunch.
PROGRAMME COORDINATOR
Vispi Rusi Bhathena,
Piyush Shelat,
For further details regarding registration, contact:
Email:training@bseindia.com
Phone: 022 – 2272 8175/ 8197/ 8813/ 8247/ 8161/ 8464
Fax: 022 – 2272 3250
