LOVELY PROFESSIONAL UNIVERSITY

ACADEMIC TASK NO. 1

School of Business Lovely Faculty of Business and Applies Arts

Name of the faculty member :Sumit Goyal

Course Code: FIN617 Course Title: Derivatives and risk management

Class: MBA Term: Section: Q3E13 Batch: 2013

Max. Marks:45 Date of Allotment:23/01/15 Date of Submission: 20/02/15

S.

No

Roll No Objectives of

Academic

Activity

Topic Details Evaluation

Parameters

Expected

outcomes

1 All

students

To develop

the overall

understanding

of the subject

and also

provide the

practical

exposure of

the subject

Student has to appear for the

NCFM's (NSE's) Derivative

Market (Dealer) Module Exam

at their own costs and has to

submit the score for the

equivalent marks. For more

information and registration for

the above mentioned module,

please visit NSE India's website

(www.nseindia.com)

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

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

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 1- 10 marks Strategy 2 - 10 marks Strategy develop by student 3 - 15 marks

2) Viva Concept Clarity and Students hold on report- 10 marks

Total - 45 marks

SerialNo RegisterationNumber Name RollNumber Strategy 1 Strategy 2

1 11003346 Amit Raghuwanshi RQ3E13A01 Calendar

Put

Short Iron

Butterfly

2 11010995 Anjali Garg RQ3E13A02

Short

(Naked)

Call

Put Ratio

Backspread

3 11012212 S. M. Sadaf Ghayas RQ3E13A03 Ratio Put

Spread Guts

4 11000688 Ajay Kumar RQ3E13A04

Long

Iron

Butterfly

Bear Call

Spread

5 11004147 Mohammed Rashid RQ3E13A05 Short

Strangle

Short Put

Condor

6 11007393 Tarunesh Kumar RQ3E13A06 Calendar

Call

Synthetic

Put

7 11003977 Rohit Aggarwal RQ3E13A07

Bear

Call

Spread

Long Put

Synthetic

Straddle

8 11000187 Amardeep Singh RQ3E13A08

Short

(Naked)

Put

Modified

Call

Butterfly

9 11000332 Kartik Arora RQ3E13A09 Calendar

Call

Long Call

Synthetic

Straddle

10 11000699 Ramjot Manjhu RQ3E13A10 Calendar

Put

Bull Put

Ladder

11 11300375 Shilpa Bhatti RQ3E13A14 Bull Call

Ladder

Modified

Call

Butterfly

12 11300588 Chandan Kumar Sahu RQ3E13A15

Long

Iron

Butterfly Strap

13 11300638 Seema Yadav RQ3E13A16 Bear Put

Ladder

Short Iron

Butterfly

14 11301166 Manpreet Kaur Derpet RQ3E13A19

Ratio

Call

Spread

Modified

Put

Butterfly

15 11301216 Rashmi Rao RQ3E13A20 Calendar

Put

Long Put

Synthetic

Straddle

16 11301407 Mohammed Vaseem Akhtar RQ3E13A23

Long

Iron

Condor

Bull Put

Ladder

17 11301927 Anubhav Sharma RQ3E13A24

Short

(Naked)

Put

Modified

Put

Butterfly

18 11302395 Tarun Sharma RQ3E13A29 Short

Guts

Modified

Call

Butterfly

19 11302408 Ashutosh Kumar RQ3E13A30

Long

Iron

Condor

Bull Put

Ladder

20 11303360 Nakul Sharma RQ3E13A31 Calendar

Call

Modified

Call

Butterfly

21 11300079 Chennarapu Ranjith RQ3E13A49 Short

Strangle Strap

22 11302151 Lakkireddy Sasidhar Reddy RQ3E13A50 Short

Strangle

Short Iron

Butterfly

23 11302163 Gedala V V V Prasada Rao RQ3E13A51 Covered

Call

Modified

Put

Butterfly

24 11305716 Musadiq Maqbool Bhat RQ3E13A52

Short Put

Synthetic

Straddle

Long Put

Synthetic

Straddle

25 11306628 Nimit Agarwal RQ3E13A53 Calendar

Call

Short Call

Condor

26 11306997 Ishant Kumar Mishra RQ3E13A54

Ratio

Call

Spread

Short Put

Condor

27 11307043 Dhulipudi Harish RQ3E13A55

Bear

Call

Spread Strangle

28 11310322 Amir Masood Tantry RQ3E13A56

Long

Iron

Condor

Synthetic

Put

29 11300013 Gulshan Deep Kour RQ3E13B11 Bull Call

Ladder

Short Iron

Butterfly

30 11300132 Upputuri Srinivas RQ3E13B12

Long

Iron

Butterfly

Short Iron

Condor

31 11300144 Satinder Pal Kaur RQ3E13B13

Short

(Naked)

Call

Short Iron

Butterfly

32 11300996 Raj Gaurav RQ3E13B17 Ratio Put

Spread

Long

Combo

33 11301165 Charvi Malhotra RQ3E13B18

Long

Iron

Butterfly Collar

34 11301295 Alok Goutam RQ3E13B21 Short

Strangle Strip

35 11301385 Vishal RQ3E13B22 Bull Call

Ladder Long Call

36 11301938 Reetika RQ3E13B25 Short

Guts

Call Ratio

Backspread

37 11302074 Chandra Shekhar Pandey RQ3E13B26 Bear Put

Ladder

Synthetic

Put

38 11302269 Anuj Kumar RQ3E13B27 Calendar

Call

Put Ratio

Backspread

39 11302271 Krishan Yadav RQ3E13B28 Calendar

Put

Short Iron

Butterfly

40 11303941 Sakshi Suri RQ3E13B32

Short Put

Synthetic

Straddle

Put Ratio

Backspread

41 11304010 Irfan Rashid Ganie RQ3E13B33

Long

Iron

Condor Long Call

42 11304905 Sachin Shrivastava RQ3E13B34

Ratio

Call

Spread

Short Iron

Butterfly

43 11305110 Shahid Yousuf Bhat RQ3E13B35

Short

(Naked)

Put

Bear Put

Spread

44 11305365 Tajinder Gupta RQ3E13B36 Covered

Call Strap

45 11305664 Neetu Saini RQ3E13B37

Ratio

Call

Spread

Put Ratio

Backspread

46 11306750 Ankit Anand RQ3E13B38

Short

(Naked)

Put

Short Iron

Butterfly

47 11306819 Yasmine RQ3E13B39

Bear

Call

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 11308053 Vandana Dadwal RQ3E13B42 Bull Call

Ladder

Short

Combo

51 11308357 Raja Thakur RQ3E13B43

Covered

Short

Straddle

Synthetic

Put

52 11308368 Najibullah RQ3E13B44 Short

Straddle

Long

Synthetic

Future

53 11308854 Puneet Guleria RQ3E13B45

Short Put

Synthetic

Straddle

Long Put

Butterfly

54 11309876 Amandeep Kaur RQ3E13B46

Short Put

Synthetic

Straddle

Put Ratio

Backspread

55 11312122 Sarad Bhandari RQ3E13B47

Long

Iron

Butterfly Strangle

56 11312447 Bikash Acharya RQ3E13B48 Strap

Long Put

Synthetic

Straddle

Course Code:FIN617 Course Title: Derivatives and risk management

Course Instructor:

Academic Task No: Academic Task Title:

Date of Allotment: Date of submission:

Students Roll no: Students Reg. no:

Evaluation Parameters: (Parameters on which student is to be evaluated- To be mentioned by

students as specified at the time of assigning the task by the instructor)

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:

Evaluators comments (For Instructors use only)

Evaluators Signature and Date:

Marks Obtained: _______________ Max. Marks: ______________

General Observations Suggestions for Improvement Best part of assignment