The green Profit/Loss profile corresponds to a long spot position.
The red profile corresponds to a long futures position (identical capital exposure)
The yellow line corresponds to a long call position. (identical capital exposure)
INDEX VALUE 400.00 450.00 500.00 Profit/Loss Stock Portfolio: -50.00$ 0.00$ 50.00$ Return in $ -11.11% 0.00% 11.11%Futures Position -52.97$ -2.97$ 47.03$ -116.94% -6.55% 103.83%
Call Position -14.29$ -14.29$ 35.71$ -100.00% -100.00% 249.82%