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To: Jurgen Trautmann who wrote (8968)	2/12/2001 4:12:15 PM
From: smolejv@gmx.net	Read Replies (1) \| Respond to of 11051

>>actually I use to lose about 10% weekly (!!!) with long calls while underlying doesn't move (f.e. J2001, after (!!!) the rate-cut) Doesn't matter how far from the money and there's no significant relation to volatility.<< Hmm...If we are the retail bunnies (on the receiving side of the stick) there still must be somebody on the other side of the green table doing the bulk hedging. And I would still think, the volatility does it, ie the cost of forwards used to hedge. Eventually its all in our (dirty) minds. >>...cannot continue using leaps as alternative investment-instrument, at least not going LONG with calls/puts<< Given the situation this applies to the underlyings as well. Just a view from Dachauer Morast ;) dj