Na ja, fast wirklich, aber zur Risikominimierung verwende ich sie sehr oft (wenn ich mir nicht so ganz sicher bin, wo der Makrt hinläuft):
Sie heisst: Bear Put Spread
Das Ganze ist garnicht so kompliziert: (Nur in Kurzform)
Example: The CBOE lists options on the Russell 2000 Index (RUT), considered a benchmark of the small-cap marketplace. In this example, the RUT is at a level of 520.00.
Outlook: You are bearish for the short term on the RUT. While small-caps have been performing nicely in the past few weeks, you are concerned that lack of volatility and an otherwise declining market will pull RUT down in the short term.
Possible Strategy:
Buy 1 RUT June 510 put at 9.25.
Sell 1 RUT June 500 put at 5.75.
Net debit of 3.50, or $350.00.
Index Change
RUT at exp.
Long 510 put Value
Short 500 put Value
Spread Cost
Net Profit/(Loss)
+ 5.00%
546.00
$0.00
$0.00
($350.00)
($350.00)
+/- 0.00%
520.00***
$0.00
$0.00
($350.00)
($350.00)
- 1.92%
510.00****
$0.00
$0.00
($350.00)
($350.00)
- 2.60%
506.50**
$350.00
$0.00
($350.00)
$0.00
- 3.85%
500.00*
$1,000.00
$0.00
($350.00)
$650.00
- 5.77%
490.00
$2,000.00
$1,000.00
($350.00)
$650.00
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