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y attractive in a market pullback and is a reason why long-dated calls result in higher risk-adjusted returns in our backtests vs long equity only Fitjuro I • Current ioncydatud call option premium 11OM decade long 30% 25% 20% E t 15% a 10% 6% 0% —36M 10095-Strike —36M 120%-Stnice Jan03 Jan-05 Jan-07
ioncydatud call option premium 11OM decade long 30% 25% 20% E t 15% a 10% 6% 0% —36M 10095-Strike —36M 120%-Stnice Jan03 Jan-05 Jan-07 San* Puna The note is divided into three parts: Jan-11 Jan-13 Why current pricing on long-dated calls is attractive relative to history • How different l
y attractive in a market pullback and is a reason why long-dated calls result in higher risk-adjusted returns in our backtests vs long equity only Fitjuro I • Current ioncydatud call option premium 11OM decade long 30% 25% 20% E t 15% a 10% 6% 0% —36M 10095-Strike —36M 120%-Stnice Jan03 Jan-05 Jan-07
ioncydatud call option premium 11OM decade long 30% 25% 20% E t 15% a 10% 6% 0% —36M 10095-Strike —36M 120%-Stnice Jan03 Jan-05 Jan-07 San* Puna The note is divided into three parts: Jan-11 Jan-13 Why current pricing on long-dated calls is attractive relative to history • How different l
y attractive in a market pullback and is a reason why long-dated calls result in higher risk-adjusted returns in our backtests vs long equity only Fitjuro I • Current ioncydatud call option premium 11OM decade long 30% 25% 20% E t 15% a 10% 6% 0% —36M 10095-Strike —36M 120%-Stnice Jan03 Jan-05 Jan-07
ioncydatud call option premium 11OM decade long 30% 25% 20% E t 15% a 10% 6% 0% —36M 10095-Strike —36M 120%-Stnice Jan03 Jan-05 Jan-07 San* Puna The note is divided into three parts: Jan-11 Jan-13 Why current pricing on long-dated calls is attractive relative to history • How different l
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