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Term:
Max. Marks:45
S.
No
Roll No
All
students
Date of Allotment:23/01/15
Objectives of
Academic
Activity
To
develop
the
overall
understanding
of the subject
and
also
provide
the
practical
exposure
of
the subject
Section: Q3E13
Batch: 2013
Topic Details
Evaluation
Parameters
Expected
outcomes
Individual
students
will
be
awarded
marks out of
45
equivalent to
their
marks
in
NCFM
module.
If
they are
going
for
Second
Option than
marks
will
be
awarded on
the basis of
report
sub.
This academic
tasks focus on
the following:
Help
the
students apply
the theoretical
concepts
to
real
life
situations
Or
Excel Modelling and
development of Options
Strategies. Any two strategies
of Options will be given to each
student for modelling using
excel. They have to construct
pay-off diagram of those
strategies by using hypothetical
data and then analyze those
strategies for the different
situations. Apart from this they
have to design one more
strategy by their own by taking
some objectives in mind
Evaluation Criteria
Students will be awarded marks out of 45 or equivalent to their marks in NCFM module. If they are
going for Second Option than marks will be awarded on the basis of report submitted by Students
and Viva for the same as per below:
1) Report
Strategy 1Strategy 2 Strategy develop by student 3 2) Viva
Concept Clarity and Students hold on reportTotal -
10 marks
10 marks
15 marks
10 marks
45 marks
Calendar
RQ3E13A01 Put
Short Iron
Butterfly
Short
(Naked)
RQ3E13A02 Call
Put Ratio
Backspread
Ratio Put
RQ3E13A03 Spread
Guts
Long
Iron
RQ3E13A04 Butterfly
Bear Call
Spread
RQ3E13A05
Short
Strangle
Short Put
Condor
RQ3E13A06
Calendar
Call
Synthetic
Put
Bear
Call
RQ3E13A07 Spread
Long Put
Synthetic
Straddle
Short
(Naked)
RQ3E13A08 Put
Modified
Call
Butterfly
2
3
RQ3E13A09
Calendar
Call
Long Call
Synthetic
Straddle
Calendar
RQ3E13A10 Put
Bull Put
Ladder
Bull Call
RQ3E13A14 Ladder
Modified
Call
Butterfly
12
Long
Iron
RQ3E13A15 Butterfly
Strap
13
RQ3E13A16
Ratio
Call
RQ3E13A19 Spread
10
11
14
Calendar
Put
15
16
Long
Iron
11301407 Mohammed Vaseem Akhtar RQ3E13A23 Condor
17
Short
(Naked)
RQ3E13A24 Put
18
19
RQ3E13A20
Bear Put
Ladder
Short
Guts
RQ3E13A29
Long
Iron
RQ3E13A30 Condor
Short Iron
Butterfly
Modified
Put
Butterfly
Long Put
Synthetic
Straddle
Bull Put
Ladder
Modified
Put
Butterfly
Modified
Call
Butterfly
Bull Put
Ladder
20
RQ3E13A31
Calendar
Call
Modified
Call
Butterfly
21
RQ3E13A49
Short
Strangle
Strap
22
RQ3E13A50
Short
Strangle
Short Iron
Butterfly
Covered
RQ3E13A51 Call
23
24
Modified
Put
Butterfly
25
Calendar
RQ3E13A53 Call
Short Call
Condor
26
27
Ratio
Call
RQ3E13A54 Spread
Bear
Call
RQ3E13A55 Spread
Long
Iron
RQ3E13A56 Condor
Synthetic
Put
Bull Call
RQ3E13B11 Ladder
Short Iron
Butterfly
Long
Iron
RQ3E13B12 Butterfly
Short Iron
Condor
Short
(Naked)
RQ3E13B13 Call
Short Iron
Butterfly
Long
Iron
RQ3E13B18 Butterfly
Collar
Short
RQ3E13B21 Strangle
Strip
11301385 Vishal
Bull Call
RQ3E13B22 Ladder
Long Call
11301938 Reetika
Short
RQ3E13B25 Guts
Call Ratio
Backspread
37
Bear Put
RQ3E13B26 Ladder
Synthetic
Put
38
RQ3E13B27
Calendar
Call
Put Ratio
Backspread
39
RQ3E13B28
Calendar
Put
Short Iron
Butterfly
28
29
30
31
32
33
34
35
36
Short Put
Condor
Strangle
Short Put
Synthetic Put Ratio
RQ3E13B32 Straddle Backspread
Long
Iron
RQ3E13B33 Condor
Long Call
Ratio
Call
RQ3E13B34 Spread
Short Iron
Butterfly
43
Short
(Naked)
RQ3E13B35 Put
Bear Put
Spread
44
RQ3E13B36
Ratio
Call
RQ3E13B37 Spread
Put Ratio
Backspread
Short
(Naked)
RQ3E13B38 Put
Short Iron
Butterfly
47
11306819 Yasmine
Bear
Call
RQ3E13B39 Spread
Long Call
Butterfly
48
11306843 Bharath M B
RQ3E13B40
Ratio Put
Spread
Long Put
49
11307235 Kamna
RQ3E13B41
Bear Put
Ladder
Short Iron
Butterfly
50
RQ3E13B42
Bull Call
Ladder
Short
Combo
Covered
Short
RQ3E13B43 Straddle
Synthetic
Put
Short
Straddle
Long
Synthetic
Future
40
41
42
45
46
51
52
53
54
Covered
Call
Strap
11308368 Najibullah
RQ3E13B44
Short Put
Synthetic Long Put
RQ3E13B45 Straddle Butterfly
Short Put
Synthetic Put Ratio
RQ3E13B46 Straddle Backspread
55
56
Long
Iron
RQ3E13B47 Butterfly
Strangle
RQ3E13B48
Long Put
Synthetic
Straddle
Strap
Course Code:FIN617
Course Instructor:
Academic Task No:
Date of Allotment:
Date of submission:
Learning Outcomes: (Student to write briefly about learnings obtained from the academic
tasks)
Declaration:
I declare that this Assignment is my individual work. I have not copied it from any other students
work or from any other source except where due acknowledgement is made explicitly in the text, nor
has any part been written for me by any other person.
Students Signature:
General Observations