Arbitrage Calculation

  • November 2019
  • PDF

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Spot Future

present decision 250 sell 247 buy

spot future

results 228 profit here -225 loss here

future price Future decision 22 buy sell

Normal Case

net profit

3

Bonus issue Ratio price

1: 44

1 results 206 profit here -203 loss here

spot future net profit

3

stock split Ratio price

1: 220

10 results spot future net profit

Dividend dividend Rs.

14

30 profit here -27 loss here 3

Spot Future

present decision 236 buy 247 sell

spot future dividend net profit

results -30 loss here 27 profit here 14 11

future price Future decision 220 sell buy

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