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3 - June - 2018  08:55 AM Singapore 
Trade Ideas

Trade Idea: Two Week vs. Three Month EUR Call Spread

Two Week Expiry 2018-06-18
3-Month Expiry  2018-09-04

Sell For Expiry Two Weeks Strike 1.1760 EUR call Delta 35 premium 0.37% of EUR -  8.14 Vol
Buy For Expiry 3-Months Strike 1.1900 EUR Call Delta 37 premium .88% of EUR - 6.98 vol
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Net debit is 0.51% of EUR 

Equal EUR underlying amounts both periods 

June 18th Follow Up 

The 1.1760 EUR call June 18th (today) has now expired out of the money. 

We are not long a 1.1900 EUR call for a cost of 0.51% of EUR for Expiry 2018-09-04 (2.5 months)



 
 
 


 

 
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