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  1. J

    Question about margin calls...

    So..this is probably a basic question: In my account I have an "Exposure coverage" and "Margin utilisation". The exposure coverage is for example: 10% - but the margin utilization is 20%. So my question is: When should I expect a margin call? When the exposure coverage reaches 100% or when...
  2. J

    Is this option an arbitrage?

    Well thanks...but again: my major concern was the short position - not the fact that it's too damn hard and one needs HF trading with "sophisticated c++ programs", " princeton degree". "higher food chain" and stuff. I will try to write it down and then will post here again i guess :cool:
  3. J

    Is this option an arbitrage?

    No shit "wise guy"... There are such opportunities in OTC fx options between brokers. Since OTC option brokers price options based on...assumptions. No black-scholes, no graham-cox. And surprisingly (or not...) each model has it's own variables - and mainly: Volatility and Risk-free rate...
  4. J

    Is this option an arbitrage?

    Is this option arbitrage? For instance: A broker has the following prices of MSFT june call 30: sell: 1, buy 1.5 Another broker has: sell: 1.6, buy 1.7 So when you buy from the first broker at 1.5 and sell at the second for 1.6...that is 1.6-1.5= 0.1. You receive 0.1 in total...but...
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