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OBJECTIVES:
To train participants for understanding & trading Options and enabling them to read and analyse Option prices.
TARGET AUDIENCE:
Derivatives dealers, Traders, Stock brokers, High Net Worth Investors, Custodians, Mutual Funds, Portfolio Managers, Insurance Companies, Banks, Financial Institutions and Management students.
DURATION & TIME:
1 Day (9.15 am to 6.00 pm)
PROGRAMME CONTENTS:
- Nature and terminology used in Options
Options Vs. Futures contracts, Payoffs of Futures, Payoffs of Call options, Payoffs of Put Options, Intrinsic value, Time Value, Behaviour of Time Value, In the money, Ot of the money, At the money, Near the money, Trading mechanism, Determinants of Option's value, Assignment of options, effect of Bonus, stock split and cash dividend, Options on futures, Premium Style Options vs. Futures style options.
- Options Greeks & Synthetic Positions
Significance of Options Greeks, Delta from Buyer and Seller's Perspective, Gamma, Vega, Theta, Summary of all generic positions' greeks, Comparison of cash and option positions, Synthetic positions, Need of Synthetic positions, Net payoff Vs. Gross payoffs, Synthetic futures positions, Synthetic Call options positions, Synthetic Put option positions
- Trading Strategies
Market perspectives, Naked Calls & Puts, Option Spreads, Vertical Bullish Spreads using Calls and Puts, Vertical Bearish Spreads using calls and puts, Horizontal spreads using calls and puts, Diagonal Bullish spreads using calls and puts, Diagonal Bearish spreads using calls and puts, Straddle, strangle, covered call writing, Ratio Call writing, Protective put buying, strip, strap, Butterfly spreads.
- Options Pricing
Put Call Parity methodology of Options pricing, Binomial Model, Black & Scholes model of Options pricing.
- Risk Management & Margining system
Margining System in Options, Portfolio approach to margining, Risk Management in Options, Concepts of NOV (Net option value), PC SPAN (Standard Portfolio Analysis of Risk) demo, Usage of Option Calculator.
FEES:
The course fee shall be Rs. 1750/- (Rs. One Thousand Seven Hundred and Fifty only) + 10.2% (service tax + e.cess) per participant inclusive of course material and tuition fees.
PROGRAMME COORDINATION:
Mr. Sanjay Ved
For further details regarding registration: training@bseindia.com
Tel 22721126 / 27,
22721233 / 34, Ext: 8246, 8464, 8399
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