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Collar Hedging Distributions
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3-Way Collar Strategy Input
Interactive Charts
Simple Firm: Two-Period Model
Collar Hedging Distributions
Initial Futures Price:
Expected Price:
Initial Production:
Period (years) :
Num Simulations:
Firm
Target
Production
Growth Rate (%):
Volatility (%)
Correlation (Firm, Target):
Correlation (Firm, Production):
Correlation (Target, Production):
Firm Cost per Unit :
Inputs for Hedges
Sold Forward Hedge % :
Bought Put Hedge % :
Sold Call Hedge % :
Futures price (K):
Bought Put Strike (Kp):
Sold Call Strike (Kc):
Calculate Income Statement