WEEK 1 and WEEK 2

EQUITY Stock Price As On Quantity Total

Maruti Suzuki India Private Limited MARUTI 7229.94 29th June 2017 120 867592.80
Motherson Sumi Systems Limited MOTHERSUMI 457.55 29th June 2017 1200 549060.00

DERIVATIVES
Maruti Suzuki India Private Limited - STRANGLE Price Lot Size Lot Cost No. of Options Expiry Date
Buy Put Option 123.10 150 18465.00 7 17-Jul
Buy Call Option 166.55 150 24982.50 7 17-Jul

Motherson Sumi Systems Limited- COLLAR Price Lot Size Lot Cost No. of Options Expiry Date
Buy Put Option 9.75 2500 24375.00 4 27th July
Sell Call Option 15.30 2500 38250.00 4 27th July

Portfolio 5000000.00
Equity 1416652.80
Derivatives 248632.50
Cash 3334714.70
Strike Price Total
7200.00 129255.00
7250.00 174877.50
304132.50
Total
450 97500.00
460 -153000.00
-55500.00
Current Stock 7229.94
Buy Call Option Strike Price 7250
We Pay Premium 166.55
Break Even 7539.65
Buy Put Option Strike Price 7200.00
We Pay Premium 123.10
Break Even 6910.35

Upper Breakeven Point 7539.65

Lower Breakeven Point 6910.35
Net Debit
289.65

Stock Price Net Pay Off (Put) Net Pay Off (Call) Net Pay Off
7600 -123.10 183.45 60.35
7590 -123.10 173.45 50.35
7580 -123.10 163.45 40.35
7570 -123.10 153.45 30.35
7560 -123.10 143.45 20.35
7550 -123.10 133.45 10.35
7540 -123.10 123.45 0.35
7530 -123.10 113.45 -9.65
7520 -123.10 103.45 -19.65
7510 -123.10 93.45 -29.65
7500 -123.10 83.45 -39.65
7490 -123.10 73.45 -49.65
7480 -123.10 63.45 -59.65
7470 -123.10 53.45 -69.65
7460 -123.10 43.45 -79.65
7450 -123.10 33.45 -89.65
7440 -123.10 23.45 -99.65
7430 -123.10 13.45 -109.65
7420 -123.10 3.45 -119.65
7410 -123.10 -6.55 -129.65
7400 -123.10 -16.55 -139.65
7390 -123.10 -26.55 -149.65
7380 -123.10 -36.55 -159.65
7370 -123.10 -46.55 -169.65
7360 -123.10 -56.55 -179.65
7350 -123.10 -66.55 -189.65
7340 -123.10 -76.55 -199.65
7330 -123.10 -86.55 -209.65
7320 -123.10 -96.55 -219.65
7310 -123.10 -106.55 -229.65
7300 -123.10 -116.55 -239.65
7290 -123.10 -126.55 -249.65
7280 -123.10 -136.55 -259.65
7270 -123.10 -146.55 -269.65
7260 -123.10 -156.55 -279.65
7250 -123.10 -166.55 -289.65
7240 -123.10 -166.55 -289.65
7230 -123.10 -166.55 -289.65
7220 -123.10 -166.55 -289.65
7210 -123.10 -166.55 -289.65
7200 -123.10 -166.55 -289.65
7190 -113.10 -166.55 -279.65
7180 -103.10 -166.55 -269.65
7170 -93.10 -166.55 -259.65
7160 -83.10 -166.55 -249.65
7150 -73.10 -166.55 -239.65
7140 -63.10 -166.55 -229.65
7130 -53.10 -166.55 -219.65
7120 -43.10 -166.55 -209.65
7110 -33.10 -166.55 -199.65
7100 -23.10 -166.55 -189.65
7090 -13.10 -166.55 -179.65
7080 -3.10 -166.55 -169.65
7070 6.90 -166.55 -159.65
7060 16.90 -166.55 -149.65
7050 26.90 -166.55 -139.65
7040 36.90 -166.55 -129.65
7030 46.90 -166.55 -119.65
7020 56.90 -166.55 -109.65
7010 66.90 -166.55 -99.65
7000 76.90 -166.55 -89.65
6990 86.90 -166.55 -79.65
6980 96.90 -166.55 -69.65
6970 106.90 -166.55 -59.65
6960 116.90 -166.55 -49.65
6950 126.90 -166.55 -39.65
6940 136.90 -166.55 -29.65
6930 146.90 -166.55 -19.65
6920 156.90 -166.55 -9.65
6910 166.90 -166.55 0.35
6900 176.90 -166.55 10.35
6890 186.90 -166.55 20.35
6880 196.90 -166.55 30.35
6870 206.90 -166.55 40.35
6860 216.90 -166.55 50.35
6850 226.90 -166.55 60.35