Portfolio & Performance
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OPTION-PORTFOLIO
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Startdatum:
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19/12/2006
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Last updated :
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19/12/2007
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Startkapitaal:
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€ 50000
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Stock
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Stock
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Size
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Bought @
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Last price
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P/L in USD
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P/L in EUR
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Value
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Return
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break-even
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YMI
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assigned
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stock
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2000
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2.5
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1.21
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-2580
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-1,985
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3,846
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-51.60%
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CDE
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assigned
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stock
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1000
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5
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4.35
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-650
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-500
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3,846
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-13.00%
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4.00
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PEIX
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assigned
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stock
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500
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15
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8.83
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-3085
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-2,373
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5,769
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-41.13%
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13.10
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Stock
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Stockprice
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Put/call
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Contracts
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Expiry
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Strike
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Price sold
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Last price
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P/L in USD
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P/L in EUR
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Margin
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Return on margin
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% to break-even
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YMI
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1.21
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open sell call
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20
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18/01/08
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2.5
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0.25
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0.05
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400
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308
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0
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0.00%
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0.00%
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PEIX
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8.83
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open sell call
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5
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21/03/08
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12.5
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1
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0.3
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350
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269
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0
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0.00%
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0.00%
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ETFC
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3.6
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open sell put
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7
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18/01/08
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10
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0.8
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6.4
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-3920
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-3,015
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5,385
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-56.00%
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-155.56%
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GSS
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3.25
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open sell put
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30
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16/01/09
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2.5
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0.5
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0.5
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0
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0
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5,769
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0.00%
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38.46%
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ENER
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0
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open sell put
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0
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19/12/08
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0
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0
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0
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0
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0
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0
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0.00%
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0.00%
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DNDN
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6.42
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open sell put
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20
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16/01/09
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2.5
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0.9
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0.5
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800
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615
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3,846
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16.00%
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75.08%
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PANC
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0.83
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open sell put
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10
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18/01/08
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2.5
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0.35
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1.8
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-1450
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-1,115
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1,923
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-58.00%
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-159.04%
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HW
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12.24
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open sell put
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4
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18/01/08
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17.5
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1.95
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5.8
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-1540
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-1,185
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5,385
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-22.00%
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-27.04%
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TOTAL
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-11,675
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-8,981
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35,769
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69.07%
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of total margin of EUR 55.515 used
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PERFORMANCE
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ALLOCATION
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PORTFOLIO VS INDEX
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Result open positions
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-8,981
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sector
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% portfolio
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Index
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19.12.2006
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19/12/2007
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Difference
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Savings account
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60,765
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biotech
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18.57%
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Nasdaq
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2,435.57
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2,601.00
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6.79%
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Total Value
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51,784
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commodities
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18.57%
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Bel-20
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4,359.80
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4,038.92
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-7.36%
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Return
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3.57%
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alt. energy
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21.54%
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Eurostoxx 50
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4,100.00
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4,319.00
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5.34%
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Return annual
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3.57%
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fin. services
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10.40%
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Option Portfolio
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50,000.00
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51,784.23
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3.57%
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free margin
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30.93%
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Aantal : 1 kontrakt = 100 onderliggende aandelen
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Dekking : geblokkeerde tegenwaarde op de spaarrekening (aantal contracten*100*strike)
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% tot break-even : hoeveel % mag het onderliggende aandeel dalen vooraleer winst = 0 ?
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Resultaat op dekking = winst of verlies / dekking
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Resultaat op EUR 50.000 (startkapitaal op 19.12.2006)
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Resultaat houdt geen rekening met transactiekosten (-) of intrestopbrengst (-)
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1 eur = 1,30 USD
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Monthly returns against benchmarks
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MONTLY RETURNS AGAINST BENCHMARKS
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How do we perform against the Nasdaq, the Eurostoxx 50 and the Bel-20 Indeces ?
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End of period price level
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Monthly returns
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Period
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Option Portfolio
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Eurostoxx 50
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Nasdaq
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Bel-20
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Option Portfolio
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Eurostoxx 50
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Nasdaq
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Bel-20
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19/12/2006
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50,000
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4,100
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2,436
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4,360
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0.00%
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0.00%
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0.00%
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0.00%
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19/01/2007
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50,808
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4,173
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2,451
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4,473
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1.62%
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1.78%
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0.63%
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2.59%
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19/02/2007
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51,189
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4,266
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2,496
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4,548
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0.75%
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2.23%
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1.84%
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1.68%
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19/03/2007
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51,850
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4,055
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2,394
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4,364
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1.29%
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-4.95%
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-4.09%
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-4.05%
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19/04/2007
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53,097
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4,340
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2,505
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4,550
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2.41%
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7.03%
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4.64%
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4.26%
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19/05/2007
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52,770
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4,465
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2,558
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4,750
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-0.62%
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2.88%
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2.12%
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4.40%
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19/06/2007
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54,684
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4,527
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2,589
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4,641
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3.63%
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1.39%
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1.21%
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-2.29%
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19/07/2007
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56,157
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4,522
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2,688
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4,607
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2.69%
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-0.11%
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3.82%
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-0.73%
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19/08/2007
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54,934
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4,173
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2,509
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4,117
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-2.18%
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-7.72%
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-6.66%
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-10.64%
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19/09/2007
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56,203
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4,389
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2,666
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4,385
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2.31%
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5.18%
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6.26%
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6.51%
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19/10/2007
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55,284
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4,411
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2,725
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4,416
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-1.64%
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0.50%
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2.21%
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0.71%
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19/11/2007
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53,947
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4,250
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2,593
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4,002
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-2.42%
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-3.65%
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-4.84%
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-9.38%
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19/12/2007
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53,323
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4,319
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2,601
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4,039
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-1.16%
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1.62%
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0.31%
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0.92%
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TOTAL SINCE START
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53,323
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4,319
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2,601
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4,039
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6.65%
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5.34%
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6.79%
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-7.35%
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AVERAGE MONTHLY RETURN
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0.55%
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0.45%
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0.57%
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-0.61%
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'=
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