Capturing Chooser Equity Structured Options

The Chooser Payoff allows the holder to choose whether to enter into one of two possible options on the Expiration Date. Each of the possible options has its own Strike, Put/Call and Maturity Date. All options are European. Typically, one option is a Call and one is a Put.

 

Choose Trade > Equity > Equity Structured Option to open the Equity Structured Option worksheet, from Calypso Navigator or from the Trade Blotter.

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Select the Chooser payout.

Equity Structured Option Trade Window - Sample Chooser trade

See Capturing Equity Structured Options for general details.

 

Chooser Details

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Enter the fields described below as needed.

 

Chooser

Fields	Description
Underlying Option Settlement	Select Cash or Physical.

 

First Option / Second Option

Fields	Description
Strike	Enter the strike price of the option.
Maturity Date	The option's Maturity Date.
Call or Put	Select Call or Put.