MEquityLinkedFXO




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In an equity-linked foreign-exchange option, the quantity of the face value will be linked to the level of the forward price of a stock or equity index.

this is an ideal option for an investor who wants to speculate directly in a foreign equity market but wishes to place a floor on the currency exposure.

This function utilizes an analytical (closed-form) algorithm.

Note that the risk (greek) numbers produced are the mathematically defined equivalent of a derivative (instantaneous change).

You can convert the risk number to your own definition of risk by multiplying by the shift you require.

For example, for a typical definition of VANNA, (change in underlying and volatility), where one defines the change in the underlying as a single unit of change (1.0) and the change in volatility as a one percent change (0.01), simply multiply the VANNA result calculated by (1.0*0.01).

For VEGA, change in volatility of one percent (0.01), simply multiply the VEGA result by 0.01. Within option contracts THETA is negative, however the mathematically defined equivalent of THETA (instantaneous FORWARD change in time) is positive.

Internally we have negated this value for you.

To express THETA as THETA per day, simply multiply the THETA result by 1/365 or 1/252 (depending on whether you require calendar days or business days).

This function prices a portfolio of equity, commodities, futures or FX option deals from raw inputs.

All memory is discarded once the computation is finished.

You can request for all first and second order risk statistics simply by filling in the greek field with the name of the parameter.

The name of the parameter must be proceeded with the character 'd'. Thus if 'Stock', 'Time' and 'Vol' are the names of three parameters which represent underlying price, Option Maturity and option volatility respectively, you can request DELTA as 'dStock', GAMMA as 'dStockdStock' (dStock twice), VEGA as 'dVol', THETA as 'dTime', VOLGA as 'dVoldVol' (dVol twice) and VANNA (cross-derivative) as 'dStockdVol' or 'dVoldStock'. You can also, if you wish request 'dTimedVol' (second derivative with respect to Time and Vol).

If you wish to view all the second order derivatives within a matrix, please refer to the CapeTools Derivative Matrix category of functions.

This logic can be applied to any parameter which is of a double-valued type (decimal value).

The risk statistics are the partial derivatives with respect to the option price, thus you can scale the results by multiplying by a factor.

For example, to compute the VEGA for a one percent change in volatility (0.01), simply multiply the VEGA result by 0.01. To compute THETA for a one day change (1/365), multiply the THETA result by 1/365. To compute the DELTA for a one-unit change (1), multiply the delta by 1 which is, of course the same result as the original delta.

For second order risks, simply multiply by the product of the changes.



Note: Within Excel, the function is named - CT.MEquityLinkedFXO


High level graphic of MEquityLinkedFXO() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. ValueDate parameter

    Valuation Date (typically equal to Today's date)
  2. dayCounter parameter

    For any input parameter within this function that represents a dividend rate, risk free rate, foreign rate or holding cost rate, these rates will be defined as annually compounded using the DayCounter defined within this parameter. Thus if 'actual365' is used for this 'dayCounter' parameter, then all input parameters that represent a dividend, risk free, foreign or holding cost rates will be defined as annually compounded Actual365 rates.
  3. Units parameter

    Number of option contracts you wish to trade in (positive value).
  4. Position parameter

    Whether you are long or short the option.
  5. Level parameter

    Whether you would like to view the PV for the entire structure/portfolio 'TOTAL'. Whether you would like to view the PV for each option 'CASHFLOW'. Or whether you would like to view the PV and extended information, 'ALL'. Thus valid values are - 'TOTAL', 'CASHFLOW' or 'ALL'.
  6. CallPut parameter

    Option Types (C)all or (P)ut
  7. E parameter

    Spot exchange rate specified in units of domestic currency per unit of foreign currency.
  8. S parameter

    Underlying price in foreign currency
  9. X parameter

    Currency strike price in domestic currency
  10. T parameter

    Time to option maturity.
  11. r parameter

    Domestic interest rate
  12. rf parameter

    Foreign interest rate.
  13. q parameter

    Instantaneous proportional dividend payout rate of the underlying asset
  14. vS parameter

    Volatility of the underlying asset.
  15. vE parameter

    Volatility of the domestic exchange rate.
  16. rho parameter

    Correlation between the asset and the domestic exchange rate.
  17. Greek parameter

    For the option premium specify 'PREMIUM'. For all first derivatives, you can specify one of the following : 'dE' (for the 'E' parameter), 'dS' (for the 'S' parameter), 'dX' (for the 'X' parameter), 'dT' (for the 'T' parameter), 'dr' (for the 'r' parameter), 'drf' (for the 'rf' parameter), 'dq' (for the 'q' parameter), 'dvS' (for the 'vS' parameter), 'dvE' (for the 'vE' parameter), 'drho' (for the 'rho' parameter), For second order derivatives, you can specify combinations of the first order derivatives (i.e. - 'dSdS', 'dvSdvS', 'dSdvS'. )


Extended information

Function Syntax

VB Syntax 


Variant CTExoticAnalysis.MEquityLinkedFXO( _
Long ValueDate, _
DayCountEnum dayCounter, _
Variant Units, _
Variant Position, _
String Level, _
Variant CallPut, _
Variant E, _
Variant S, _
Variant X, _
Variant T, _
Variant r, _
Variant rf, _
Variant q, _
Variant vS, _
Variant vE, _
Variant rho, _
String Greek)


Excel Spreadsheet Syntax 


=CT.MEquityLinkedFXO(
Excel Numeric Cell ValueDate,
Excel String Cell dayCounter,
XLRange Units,
XLRange Position,
Excel String Cell Level,
XLRange CallPut,
XLRange E,
XLRange S,
XLRange X,
XLRange T,
XLRange r,
XLRange rf,
XLRange q,
XLRange vS,
XLRange vE,
XLRange rho,
Excel String Cell Greek)


C++ Syntax 


static CTRangeDataCPP MEquityLinkedFXO(
long ValueDate,
DayCountEnum dayCounter,
CTRangeDataCPP Units,
CTRangeDataCPP Position,
std::string Level,
CTRangeDataCPP CallPut,
CTRangeDataCPP E,
CTRangeDataCPP S,
CTRangeDataCPP X,
CTRangeDataCPP T,
CTRangeDataCPP r,
CTRangeDataCPP rf,
CTRangeDataCPP q,
CTRangeDataCPP vS,
CTRangeDataCPP vE,
CTRangeDataCPP rho,
std::string Greek);


DotNET Syntax 


CTRangeData CTExoticAnalysisSA.MEquityLinkedFXO(
System.Int32 ValueDate,
CTIEnums.DayCountEnum dayCounter,
CTRangeData Units,
CTRangeData Position,
System.String Level,
CTRangeData CallPut,
CTRangeData E,
CTRangeData S,
CTRangeData X,
CTRangeData T,
CTRangeData r,
CTRangeData rf,
CTRangeData q,
CTRangeData vS,
CTRangeData vE,
CTRangeData rho,
System.String Greek);

Parameter data types

ArgNameArgTypeIsKey
ValueDateLongFALSE
dayCounterDayCountEnumFALSE
UnitsRangeFALSE
PositionRangeFALSE
LevelStringFALSE
CallPutRangeFALSE
ERangeFALSE
SRangeFALSE
XRangeFALSE
TRangeFALSE
rRangeFALSE
rfRangeFALSE
qRangeFALSE
vSRangeFALSE
vERangeFALSE
rhoRangeFALSE
GreekStringFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
ValueDateFALSE19/Jul/2005 (serial date type)
dayCounterFALSEACT365
UnitsFALSEMEquityLinkedFXO_Units_Range (creates a range object)
PositionFALSEMEquityLinkedFXO_Position_Range (creates a range object)
LevelFALSEALL
CallPutFALSEMEquityLinkedFXO_CallPut_Range (creates a range object)
EFALSEMEquityLinkedFXO_E_Range (creates a range object)
SFALSEMEquityLinkedFXO_S_Range (creates a range object)
XFALSEMEquityLinkedFXO_X_Range (creates a range object)
TFALSEMEquityLinkedFXO_T_Range (creates a range object)
rFALSEMEquityLinkedFXO_r_Range (creates a range object)
rfFALSEMEquityLinkedFXO_rf_Range (creates a range object)
qFALSEMEquityLinkedFXO_q_Range (creates a range object)
vSFALSEMEquityLinkedFXO_vS_Range (creates a range object)
vEFALSEMEquityLinkedFXO_vE_Range (creates a range object)
rhoFALSEMEquityLinkedFXO_rho_Range (creates a range object)
GreekFALSEPREMIUM


Example range for parameter : Units

Within Excel, a range such as this can be passed directly into the Units parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : Units 


CTQL.CTRangeData MEquityLinkedFXO_Units;


int[] arrBMEquityLinkedFXO_Units = {
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1,
1  //  Array Data

};

CTQL.IntVector arrMEquityLinkedFXO_Units =
new  CTQL.IntVector(arrBMEquityLinkedFXO_Units);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_Units = new  CTQL.CTRangeData(arrMEquityLinkedFXO_Units, false);

Example range for parameter : Position

Within Excel, a range such as this can be passed directly into the Position parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : Position 


CTQL.CTRangeData MEquityLinkedFXO_Position;


string[] arrBMEquityLinkedFXO_Position = {
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG",
"LONG"  //  Array Data

};

CTQL.StringVector arrMEquityLinkedFXO_Position =
new  CTQL.StringVector(arrBMEquityLinkedFXO_Position);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_Position = new  CTQL.CTRangeData(arrMEquityLinkedFXO_Position, false);

Example range for parameter : CallPut

Within Excel, a range such as this can be passed directly into the CallPut parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : CallPut 


CTQL.CTRangeData MEquityLinkedFXO_CallPut;


string[] arrBMEquityLinkedFXO_CallPut = {
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call",
"Call"  //  Array Data

};

CTQL.StringVector arrMEquityLinkedFXO_CallPut =
new  CTQL.StringVector(arrBMEquityLinkedFXO_CallPut);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_CallPut = new  CTQL.CTRangeData(arrMEquityLinkedFXO_CallPut, false);

Example range for parameter : E

Within Excel, a range such as this can be passed directly into the E parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : E 


CTQL.CTRangeData MEquityLinkedFXO_E;


double[] arrBMEquityLinkedFXO_E = {
1.6231,
1.4664,
1.5515,
1.6074,
1.538,
1.3573,
1.547,
1.4914,
1.4492,
1.509,
1.5113,
1.6156,
1.4004,
1.3587,
1.4262,
1.4531,
1.416,
1.6028,
1.397,
1.5  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_E =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_E);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_E = new  CTQL.CTRangeData(arrMEquityLinkedFXO_E, false);

Example range for parameter : S

Within Excel, a range such as this can be passed directly into the S parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : S 


CTQL.CTRangeData MEquityLinkedFXO_S;


double[] arrBMEquityLinkedFXO_S = {
102.5841,
93.2202,
102.5218,
109.7378,
106.477,
109.8471,
92.7241,
103.8819,
94.792,
97.6609,
96.0063,
98.8643,
100.3575,
94.4265,
90.3238,
107.0691,
107.2713,
104.1002,
95.0576,
100.0  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_S =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_S);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_S = new  CTQL.CTRangeData(arrMEquityLinkedFXO_S, false);

Example range for parameter : X

Within Excel, a range such as this can be passed directly into the X parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : X 


CTQL.CTRangeData MEquityLinkedFXO_X;


double[] arrBMEquityLinkedFXO_X = {
1.3866,
1.5757,
1.6473,
1.5482,
1.4793,
1.626,
1.4992,
1.4524,
1.6395,
1.6032,
1.4859,
1.5089,
1.4958,
1.4245,
1.4952,
1.6178,
1.4431,
1.4443,
1.6227,
1.52  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_X =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_X);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_X = new  CTQL.CTRangeData(arrMEquityLinkedFXO_X, false);

Example range for parameter : T

Within Excel, a range such as this can be passed directly into the T parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : T 


CTQL.CTRangeData MEquityLinkedFXO_T;


int[] arrBMEquityLinkedFXO_T = {
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("17/1/2006", "dd/mm/yyyy")  //  Array Data

};

CTQL.IntVector arrMEquityLinkedFXO_T =
new  CTQL.IntVector(arrBMEquityLinkedFXO_T);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_T = new  CTQL.CTRangeData(arrMEquityLinkedFXO_T, false);

Example range for parameter : r

Within Excel, a range such as this can be passed directly into the r parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : r 


CTQL.CTRangeData MEquityLinkedFXO_r;


double[] arrBMEquityLinkedFXO_r = {
0.0789,
0.0743,
0.0779,
0.0724,
0.0841,
0.0784,
0.0744,
0.0766,
0.0787,
0.0775,
0.0847,
0.075,
0.0798,
0.073,
0.0737,
0.0736,
0.0786,
0.0805,
0.0756,
0.08  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_r =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_r);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_r = new  CTQL.CTRangeData(arrMEquityLinkedFXO_r, false);

Example range for parameter : rf

Within Excel, a range such as this can be passed directly into the rf parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : rf 


CTQL.CTRangeData MEquityLinkedFXO_rf;


double[] arrBMEquityLinkedFXO_rf = {
0.0521,
0.0456,
0.047,
0.0491,
0.0483,
0.0509,
0.0519,
0.0545,
0.0541,
0.0502,
0.0465,
0.0451,
0.0513,
0.0534,
0.0546,
0.05,
0.0512,
0.0526,
0.0529,
0.05  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_rf =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_rf);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_rf = new  CTQL.CTRangeData(arrMEquityLinkedFXO_rf, false);

Example range for parameter : q

Within Excel, a range such as this can be passed directly into the q parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : q 


CTQL.CTRangeData MEquityLinkedFXO_q;


double[] arrBMEquityLinkedFXO_q = {
0.0406,
0.037,
0.0367,
0.0385,
0.0402,
0.0414,
0.0404,
0.0426,
0.0397,
0.041,
0.0405,
0.0392,
0.0373,
0.0404,
0.044,
0.0418,
0.0407,
0.0385,
0.0427,
0.04  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_q =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_q);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_q = new  CTQL.CTRangeData(arrMEquityLinkedFXO_q, false);

Example range for parameter : vS

Within Excel, a range such as this can be passed directly into the vS parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : vS 


CTQL.CTRangeData MEquityLinkedFXO_vS;


double[] arrBMEquityLinkedFXO_vS = {
0.194,
0.2001,
0.1868,
0.199,
0.203,
0.1967,
0.2158,
0.1849,
0.1958,
0.2165,
0.2119,
0.2005,
0.1871,
0.2178,
0.2122,
0.1968,
0.2168,
0.2035,
0.2008,
0.20  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_vS =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_vS);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_vS = new  CTQL.CTRangeData(arrMEquityLinkedFXO_vS, false);

Example range for parameter : vE

Within Excel, a range such as this can be passed directly into the vE parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : vE 


CTQL.CTRangeData MEquityLinkedFXO_vE;


double[] arrBMEquityLinkedFXO_vE = {
0.1232,
0.1213,
0.1285,
0.1124,
0.1128,
0.1101,
0.1278,
0.1283,
0.1263,
0.132,
0.1203,
0.1263,
0.116,
0.1221,
0.1101,
0.1135,
0.1219,
0.1118,
0.1251,
0.12  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_vE =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_vE);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_vE = new  CTQL.CTRangeData(arrMEquityLinkedFXO_vE, false);

Example range for parameter : rho

Within Excel, a range such as this can be passed directly into the rho parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : rho 


CTQL.CTRangeData MEquityLinkedFXO_rho;


double[] arrBMEquityLinkedFXO_rho = {
-0.4243,
-0.4244,
-0.4105,
-0.4283,
-0.4013,
-0.3781,
-0.4352,
-0.3966,
-0.3892,
-0.4358,
-0.3783,
-0.3987,
-0.4288,
-0.4397,
-0.418,
-0.385,
-0.4134,
-0.4354,
-0.3629,
-0.4  //  Array Data

};

CTQL.DoubleVector arrMEquityLinkedFXO_rho =
new  CTQL.DoubleVector(arrBMEquityLinkedFXO_rho);

// Second parameter determines whether the array is a column array (false) or a row array (true)
MEquityLinkedFXO_rho = new  CTQL.CTRangeData(arrMEquityLinkedFXO_rho, false);


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Pricing20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the MEquityLinkedFXO() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.


The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the MEquityLinkedFXO() function call


Example
NoOfUnitsPositionCallPutESXTrrfqvSvErhoPREMIUM
1LONGCall1.5933107.4481.417387340.07640.04770.04140.2020.114-0.372520.3523
1LONGCall1.547694.49051.392387340.07820.04720.03820.18640.114-0.423616.1883
1LONGCall1.576492.37891.6583387340.08570.05480.03850.20830.1243-0.38612.69782
1LONGCall1.495895.41171.6353387340.07550.0530.03920.19510.1147-0.38650.954655
1LONGCall1.476794.96941.4095387340.07650.04740.040.1850.1146-0.41669.11856
1LONGCall1.547294.07821.4322387340.07710.05180.03790.20230.1227-0.427212.6156
1LONGCall1.502992.15581.5608387340.07950.05290.03920.19670.1214-0.3872.97333
1LONGCall1.4161105.4611.6302387340.07890.04610.04020.21180.1083-0.36810.22781
1LONGCall1.4917101.6821.4819387340.08420.04820.03790.19890.1131-0.37896.3388
1LONGCall1.3502108.361.4238387340.08450.05160.0360.21770.1229-0.43932.55776
1LONGCall1.424691.05291.6437387340.08180.04970.03910.18870.1155-0.43430.248042
1LONGCall1.6331108.541.5884387340.08250.04960.04320.21180.1241-0.39589.84039
1LONGCall1.56998.13261.6703387340.07780.04890.03870.20150.1254-0.3672.32981
1LONGCall1.4082106.9421.6577387340.07870.0480.03860.21250.1287-0.36180.277493
1LONGCall1.356296.50311.6612387340.08280.04670.04320.20680.1199-0.38680.0519568
1LONGCall1.596593.60071.5825387340.08480.05170.03770.19970.1237-0.43826.63502
1LONGCall1.5788103.7181.6238387340.07490.04570.03620.20110.1181-0.39984.04399
1LONGCall1.454392.88711.4572387340.07960.05090.040.21380.1097-0.36294.62925
1LONGCall1.366895.56821.534387340.07580.05050.04220.21240.1131-0.42520.439863
1LONGCall1.51001.52387340.080.050.040.20.12-0.44.75377



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