Capturing Compound Equity Structured Options

The Compound option payoff is an option to enter into an option. A Put option on a Call option gives the holder the right to sell the Call on the Expiration date.

 

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 Compound payout.

Equity Structured Option Trade Window - Sample Compound trade

See Capturing Equity Structured Options for general details.

 

Compound Details

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Enter the fields described below as needed.

 

Compound Parameters

Fields	Description
Type	Select Put or Call.
Compound Strike	Enter the strike of the compound option.

 

Underlying Option Parameters

Fields	Description
Strike	Enter the strike of the underlying option.
Maturity Date	Enter the maturity date of the underlying option.
Call or Put	Select Call or Put.
Payment In	Select the payment type: Cash or Physical.