A new CSP position was established today on Abercrombie & Fitch (ANF). All prices include IB commissions.
This is a position which requires a minimum of 15% Downside Protection and 15% Annualized Return.
| Criteria | Value |
|---|---|
| Downside Protection | 19.71% |
| Annualized Return | 16.66% |
| Fair Value Estimate | $42.00 |
| Target Buy Price | $25.20 |
| Target Margin of Safety | 40.00% |
| Actual Buy Price | $25.00 |
| Actual Margin of Safety | 40.48% |
| Date | Stock | Description | Transaction | Status | Stock Investment | Income Generated |
|---|---|---|---|---|---|---|
| 10/24/2012 | ANF | CSP Margin Used | CSP 100 ANF @ 25.00 | ($2,500.00) | ||
| 10/24/2012 | ANF | Initial Put Option | STO 1 Nov12 25.00 Put @ 0.26 | $26.24 |
Position Summary
| Cost Basis | ($2,500.00) |
| Income Generated | $26.24 |
| Percent Income Generated | 1.05% |
| Annualized Income Generated | 16.66% |
| Net Profit If Assigned | $26.24 |
| Percent Return If Assigned | 1.05% |
| Annualized Return If Assigned | 16.66% |
| Days Held to Expiration | 23 days |
