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So with interest rates at zero and no dividends the time value of those calls and puts should be equal, no matter what is the price of the underlying (and if the calls/puts are otm, ditm etc.) ?

I did and most of the articles are worst than the investopedia one. Maybe one of the resident experts who called this thread lame, repetitive, idiot etc. could shed a light on this?:)

The author of the article implies that if not for dividends both curves would be overlaping - instead of being parallel to - each other. Can anyone confirm that? Also, the text states that a put call parity should exist but doesnt show any formula do calculate it or at least describe how it...

Say these two variables stay static from the moment I enter into the trades. Thanks for the link.

Does it mean that calls and puts should have the same time value, no matter the nature of the underlying, the strike, the volality or the remaining time until expiration?

I meant a .30 call premium, already corrected the typo, thanks for the heads up.

To say CC and NP have profit graphs with the same shape is one thing, but are also those graphs identical, with the same (not only parallel to each other) abscissa and ordinate intersections? For example, lets say right now the stock/future/commodity XYZ is being traded at $ 30 and its june...

Are they really the same strategies? I.e., do they really yield the same results? I can think of at least one major reason to why one is actually better - or more efficient - than the other. What is your opinion on this? Lets discuss.

1. "Printing money" is a flux; money level is a stock variable. T These two variables are obviously related but prices are affected directly by the current level of money and credit (stock) not by the velocity that it is growing or shrinking (flux) - even though it can affect inflation...

Yes, this vid deserved a thread on its own.

wow, wasnt expecting that.

You dont need to be a resident, just open an account with a local broker.

BRAZIL Dolfut (Dolar agaisnt Real Future Contract): US$ 15 bi/day Indfut (Ibovespa Future Contract): US$ 4 bi/day

Seems like the vast majority of all the Hedging literature is dedicated to the speculative side of it. I am searching for quality papers that deal with the link between financial and physical markets and how non-financial companies can manage and control the risks of price movements of...

The thing with trading message boards is the same thing as the internet as a whole. When the world wide web arrivied, it shifted the information paradigm from "how to get it " to "how to filter it".

Well you can do the math: 70,000 contracts * 57,000 (actual quote of the contract) / 1.85 (USD/Reais) = $ 2.156 bi

Well, except from maybe BuyloSellHi, who still thinks financial markets will be in a colapsing state forever?:D

Yes, and it is obvious that the creation of this financial recovery fund was not randomic, i.e., he believes in the fixing of the system.

You should ask buylosellhi because I dont, specially now that their are more fundamental and long term oriented.

Thank you for the straight answer.