FinancialReport
| Instrument |
Short
Name |
Maturity |
C/P |
Strike |
Field6 |
Quantity |
Avg
Price |
Field9 |
Delta |
Gamma |
Vega |
Theta |
Cost
of Carry |
Market
Value |
Realized Cur |
Unrealized Cur |
P/L
Currency |
| EURODISNEY SCA
(EDL) |
PREQWARCASH |
16/01/00 |
Call |
5 |
7.925 |
400 |
2.5 |
3.06520252033106 |
1 |
0 |
0 |
0 |
-35.01789 |
1080 |
0 |
80.0000000000001 |
44.9821100000001 |
| EURODISNEY SCA
(EDL) |
PREQWARPERC |
16/01/00 |
Call |
5 |
7.925 |
300 |
0.25 |
0.306520252033106 |
1 |
0 |
0 |
0 |
-26.3045 |
810 |
0 |
60.0000000000001 |
33.6955000000001 |
| EURODISNEY SCA
(EDL) |
PREQWAR100P1 |
16/01/00 |
Call |
5 |
7.925 |
100 |
250 |
306.520252033106 |
1 |
0 |
0 |
0 |
-861.99479 |
25000 |
0 |
0 |
-861.99479 |
| EURODISNEY SCA
(EDL) |
|
|
|
|
|
800 |
32.59375 |
39.9625778588162 |
1 |
0 |
0 |
0 |
-923.31718 |
26890 |
0 |
140 |
-783.31718 |
| L'OREAL
(ORE) |
27483 |
30/09/99 |
Call |
1900 |
621 |
-70 |
43.2285714285714 |
0 |
0 |
0 |
0 |
0 |
202.90246 |
-7700 |
18 |
-4674 |
-4453.09754 |
| EURO DISNEYLAND
(8) |
WEDLP-PAR |
11/07/04 |
Call |
12 |
1.12 |
401 |
1.18134663341646 |
0.062703253893099 |
0.137665990660355 |
0.155033638385342 |
0.005750134240331 |
-0.000087162050298 |
-31.05008 |
26.065 |
-18 |
-447.655 |
-496.70508 |
| Total |
|
|
|
|
|
0 |
|
|
|
|
|
|
-751.4648 |
19216.065 |
-0.000000000000036 |
-4981.655 |
-5733.1198 |
|
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