AFR Share Tables

[bucket183]

Does anyone know how AFR.com calculate their annualised returns on each call??? Ie the formula that they use??

Link to AFR

http://www.afr.com/share_tables/

Then just select the Options Call table.

 

[Fox]

See:

http://www.afr.com/whats_in_a_table/#U1041025763IYE

The meaning of annualised return is defined in the AFR web page above as:

The annualised percentage return to the option writer (seller) from the option premium received, (if the option is held by the taker until expiry), calculated on the current price of the underlying security.

 

[bucket183]

Thanks, I saw that too, but that doesn't work for the formula eg

BHP ATM (40.50)Call 1.47 for Jan 10 and the return is 27.04% (from Fri AFR tables)the maths does not work

 

[Fox]

BHP ATM (40.50)Call 1.47 for Jan 10 and the return is 27.04% (from Fri AFR tables)the maths does not work

I can't get exactly 27.04%, but I can get a figure close to it (27.05%).

BHP Jan 2010 options expire on 28/1/10. That is about 34 trading days from the date of the quote (ie. 11 Dec 2009). The raw return is 1.47/40.5 = 3.65%.

We assume that there are 252 trading days in a year. The raw return of 3.65% is then annualised by

3.65% * 252 days / 34 days = 27.05%

 

[bucket183]

Ah that's where I'm going wrong trading days vs days of the year.

Cheers thanks for that

 

[roamin_oz]

I see the AFR share tables have been changed over the past 1-2months. Does anyone know where I can find (free) on the web all stocks as well as the amount of stock/shares issued with the current sector the share belongs?

AFR had this previously, but now do not add to the share table data.

Cheers Mark