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Corrigé Exercices F

The document contains information about a futures contract transaction including: - The initial deposit amount of €20,000 - The contract value on different dates as the underlying asset price changed - A net gain of €25,000 from the transaction - Annualized return of 881.13% - Variation in the contract value was 14.80% - Leverage effect of 59.5238095238

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37 views

Corrigé Exercices F

The document contains information about a futures contract transaction including: - The initial deposit amount of €20,000 - The contract value on different dates as the underlying asset price changed - A net gain of €25,000 from the transaction - Annualized return of 881.13% - Variation in the contract value was 14.80% - Leverage effect of 59.5238095238

Uploaded by

JeuneEtudiant
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Frais tran 20 125000

date cours valeur de contrat gain ou perte


1.35 168750
Sep 29 1.3 162500 -6250
Sep 30 1.2 150000 -12500
Oct 4 1.3 162500 12500
Oct 6 1.4 175000 12500
Oct 10 1.5 187500 12500
Oct 12 1.55 193750 6250
25000

Rent Opération 881.13%

Variation contrat 14.80%

effet delevier 59.5238095238

881.13%
M Mainten 2100 2835

Solde après gain/p appel de marge solde


2835
-3415 6250 2835
-9665 12500 2835
15335 15335
27835 27835
40335 40335
46585 46585
Entrant
X1 X2 X3 X4
Sortant X4 - 6.00 2.33 1.00
X1 1.00 0.80 0.33 -
X6 - 15.40 0.67 -
C-Z - - 1.00 11.33 -

X1 X2 X3 X4
X3 - 2.57 1.00 0.43
X1 1.00 - 0.057 - - 0.143
X6 - 15.40 0.67 -
C-Z - - 1.00 11.33 -
X5 X6 B
0.33 - 40.00 17.14
0.07 - 8.00 24.00
- 0.47 1.00 28.00 42.00
- 1.33 - - 160.00 11.33 17.14
Max Min

X5 X6 B
0.14 - 17.14
0.019 - 2.286
- 0.47 1.00 28.00
- 1.33 - - 160.00
Max Min

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