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LOVELY PROFESSIONAL UNIVERSITY

ACADEMIC TASK NO. 1


School of Business

Lovely Faculty of Business and Applies Arts

Name of the faculty member :Sumit Goyal


Course Code: FIN617
Class: MBA

Term:

Max. Marks:45

S.
No

Roll No

All
students

Course Title: Derivatives and risk management

Date of Allotment:23/01/15

Objectives of
Academic
Activity
To
develop
the
overall
understanding
of the subject
and
also
provide
the
practical
exposure
of
the subject

Section: Q3E13

Batch: 2013

Date of Submission: 20/02/15

Topic Details

Evaluation
Parameters

Expected
outcomes

Student has to appear for the


NCFM's (NSE's) Derivative
Market (Dealer) Module Exam
at their own costs and has to
submit the score for the
equivalent marks. For more
information and registration for
the above mentioned module,
please visit NSE India's website
(www.nseindia.com)

Individual
students
will
be
awarded
marks out of
45
equivalent to
their
marks
in
NCFM
module.
If
they are
going
for
Second
Option than
marks
will
be
awarded on
the basis of
report
sub.

This academic
tasks focus on
the following:
Help
the
students apply
the theoretical
concepts
to
real
life
situations

Or
Excel Modelling and
development of Options
Strategies. Any two strategies
of Options will be given to each
student for modelling using
excel. They have to construct
pay-off diagram of those
strategies by using hypothetical
data and then analyze those
strategies for the different
situations. Apart from this they
have to design one more
strategy by their own by taking
some objectives in mind

Evaluation Criteria
Students will be awarded marks out of 45 or equivalent to their marks in NCFM module. If they are
going for Second Option than marks will be awarded on the basis of report submitted by Students
and Viva for the same as per below:

1) Report
Strategy 1Strategy 2 Strategy develop by student 3 2) Viva
Concept Clarity and Students hold on reportTotal -

10 marks
10 marks
15 marks
10 marks
45 marks

SerialNo RegisterationNumber Name

RollNumber Strategy 1 Strategy 2

11003346 Amit Raghuwanshi

Calendar
RQ3E13A01 Put

Short Iron
Butterfly

11010995 Anjali Garg

Short
(Naked)
RQ3E13A02 Call

Put Ratio
Backspread

11012212 S. M. Sadaf Ghayas

Ratio Put
RQ3E13A03 Spread
Guts

11000688 Ajay Kumar

Long
Iron
RQ3E13A04 Butterfly

Bear Call
Spread

11004147 Mohammed Rashid

RQ3E13A05

Short
Strangle

Short Put
Condor

11007393 Tarunesh Kumar

RQ3E13A06

Calendar
Call

Synthetic
Put

11003977 Rohit Aggarwal

Bear
Call
RQ3E13A07 Spread

Long Put
Synthetic
Straddle

11000187 Amardeep Singh

Short
(Naked)
RQ3E13A08 Put

Modified
Call
Butterfly

2
3

11000332 Kartik Arora

RQ3E13A09

Calendar
Call

Long Call
Synthetic
Straddle

11000699 Ramjot Manjhu

Calendar
RQ3E13A10 Put

Bull Put
Ladder

11300375 Shilpa Bhatti

Bull Call
RQ3E13A14 Ladder

Modified
Call
Butterfly

12

11300588 Chandan Kumar Sahu

Long
Iron
RQ3E13A15 Butterfly

Strap

13

11300638 Seema Yadav

RQ3E13A16

11301166 Manpreet Kaur Derpet

Ratio
Call
RQ3E13A19 Spread

10

11

14

Calendar
Put

15

11301216 Rashmi Rao

16

Long
Iron
11301407 Mohammed Vaseem Akhtar RQ3E13A23 Condor

17

Short
(Naked)
RQ3E13A24 Put

18

19

11301927 Anubhav Sharma

RQ3E13A20

Bear Put
Ladder

Short
Guts

11302395 Tarun Sharma

RQ3E13A29

11302408 Ashutosh Kumar

Long
Iron
RQ3E13A30 Condor

Short Iron
Butterfly
Modified
Put
Butterfly
Long Put
Synthetic
Straddle
Bull Put
Ladder
Modified
Put
Butterfly
Modified
Call
Butterfly
Bull Put
Ladder

20

11303360 Nakul Sharma

RQ3E13A31

Calendar
Call

Modified
Call
Butterfly

21

11300079 Chennarapu Ranjith

RQ3E13A49

Short
Strangle

Strap

22

11302151 Lakkireddy Sasidhar Reddy

RQ3E13A50

Short
Strangle

Short Iron
Butterfly

11302163 Gedala V V V Prasada Rao

Covered
RQ3E13A51 Call

11305716 Musadiq Maqbool Bhat

Short Put Long Put


Synthetic Synthetic
RQ3E13A52 Straddle Straddle

23

24

Modified
Put
Butterfly

25

11306628 Nimit Agarwal

Calendar
RQ3E13A53 Call

Short Call
Condor

26

11306997 Ishant Kumar Mishra

27

11307043 Dhulipudi Harish

Ratio
Call
RQ3E13A54 Spread
Bear
Call
RQ3E13A55 Spread

11310322 Amir Masood Tantry

Long
Iron
RQ3E13A56 Condor

Synthetic
Put

11300013 Gulshan Deep Kour

Bull Call
RQ3E13B11 Ladder

Short Iron
Butterfly

11300132 Upputuri Srinivas

Long
Iron
RQ3E13B12 Butterfly

Short Iron
Condor

11300144 Satinder Pal Kaur

Short
(Naked)
RQ3E13B13 Call

Short Iron
Butterfly

11300996 Raj Gaurav

Ratio Put Long


RQ3E13B17 Spread
Combo

11301165 Charvi Malhotra

Long
Iron
RQ3E13B18 Butterfly

Collar

11301295 Alok Goutam

Short
RQ3E13B21 Strangle

Strip

11301385 Vishal

Bull Call
RQ3E13B22 Ladder

Long Call

11301938 Reetika

Short
RQ3E13B25 Guts

Call Ratio
Backspread

37

11302074 Chandra Shekhar Pandey

Bear Put
RQ3E13B26 Ladder

Synthetic
Put

38

11302269 Anuj Kumar

RQ3E13B27

Calendar
Call

Put Ratio
Backspread

39

11302271 Krishan Yadav

RQ3E13B28

Calendar
Put

Short Iron
Butterfly

28

29

30

31
32

33
34
35

36

Short Put
Condor

Strangle

11303941 Sakshi Suri

Short Put
Synthetic Put Ratio
RQ3E13B32 Straddle Backspread

11304010 Irfan Rashid Ganie

Long
Iron
RQ3E13B33 Condor

Long Call

11304905 Sachin Shrivastava

Ratio
Call
RQ3E13B34 Spread

Short Iron
Butterfly

43

11305110 Shahid Yousuf Bhat

Short
(Naked)
RQ3E13B35 Put

Bear Put
Spread

44

11305365 Tajinder Gupta

RQ3E13B36

11305664 Neetu Saini

Ratio
Call
RQ3E13B37 Spread

Put Ratio
Backspread

11306750 Ankit Anand

Short
(Naked)
RQ3E13B38 Put

Short Iron
Butterfly

47

11306819 Yasmine

Bear
Call
RQ3E13B39 Spread

Long Call
Butterfly

48

11306843 Bharath M B

RQ3E13B40

Ratio Put
Spread
Long Put

49

11307235 Kamna

RQ3E13B41

Bear Put
Ladder

Short Iron
Butterfly

50

11308053 Vandana Dadwal

RQ3E13B42

Bull Call
Ladder

Short
Combo

11308357 Raja Thakur

Covered
Short
RQ3E13B43 Straddle

Synthetic
Put

Short
Straddle

Long
Synthetic
Future

40

41

42

45

46

51

52

53

54

Covered
Call

Strap

11308368 Najibullah

RQ3E13B44

11308854 Puneet Guleria

Short Put
Synthetic Long Put
RQ3E13B45 Straddle Butterfly

11309876 Amandeep Kaur

Short Put
Synthetic Put Ratio
RQ3E13B46 Straddle Backspread

55

56

11312122 Sarad Bhandari

11312447 Bikash Acharya

Long
Iron
RQ3E13B47 Butterfly

Strangle

RQ3E13B48

Long Put
Synthetic
Straddle

Strap

Course Code:FIN617

Course Title: Derivatives and risk management

Course Instructor:
Academic Task No:

Academic Task Title:

Date of Allotment:

Date of submission:

Students Roll no:


Students Reg. no:
Evaluation Parameters: (Parameters on which student is to be evaluated- To be mentioned by
students as specified at the time of assigning the task by the instructor)

Learning Outcomes: (Student to write briefly about learnings obtained from the academic
tasks)

Declaration:
I declare that this Assignment is my individual work. I have not copied it from any other students
work or from any other source except where due acknowledgement is made explicitly in the text, nor
has any part been written for me by any other person.
Students Signature:

Evaluators comments (For Instructors use only)

General Observations

Suggestions for Improvement

Best part of assignment

Evaluators Signature and Date:


Marks Obtained: _______________

Max. Marks: ______________