IDEAS home Printed from https://ideas.repec.org/a/bas/econst/y2006i3p69-93.html
   My bibliography  Save this article

Determining Equipoise Points and Net Positions in the Vanguard Option Strategies

Author

Listed:
  • Stefan Simeonov

Abstract

The question of the equipoise points and the net value of the option positions has a dominant meaning for every investor in option instruments. Practically both terms are the bearer of the most important information for each investor – where the threshold between the profit and the loss is and how much exactly the concrete profit or loss is from every single position, which the particular investor has opened or intends to open. Compared to the simple option strategies, in specialized literature and scientific studies, the equipoise points and the net value of the advanced option positions (strategies) are not given the necessary treatment and comments. Due to this, even in practice, usually the specialists rely on approximate values for the current condition of their option positions. The present study specifies the techniques of determination the equipoise points and the net value of the compound and combined option positions, including also the multiplied such.

Suggested Citation

  • Stefan Simeonov, 2006. "Determining Equipoise Points and Net Positions in the Vanguard Option Strategies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 69-93.
  • Handle: RePEc:bas:econst:y:2006:i:3:p:69-93
    as

    Download full text from publisher

    File URL: http://www.ceeol.com/aspx/issuedetails.aspx?issueid=97906b69-c132-4c32-b660-856ac2e692e2&articleid=4804811e-12ff-4fe5-a7c1-5b2486d01b1f#a4804811e-12ff-4fe5-a7c1-5b2486d01b1f
    Download Restriction: no
    ---><---

    More about this item

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bas:econst:y:2006:i:3:p:69-93. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Diana Dimitrova (email available below). General contact details of provider: https://edirc.repec.org/data/ikbasbg.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.