Disclaimer: Data may be delayed, incomplete or inaccurate. For education and research only. Use at your own risk. Not financial advice.
Combine futures and options into one position and see its profit and loss, break-even points, maximum gain and loss, and combined Greeks. Options are priced with Black-76, the model for options on futures such as FCPO.
| Side | Type | Qty | Strike | Premium | Model |
|---|
For the whole position in money terms: delta in futures-equivalent lots, the others in currency.
Model prices assume constant volatility and European exercise. The chance of profit uses the same lognormal model. Not trading advice.