| DTM-5 | |||||||
| K | Ct | Pt | short call | short put | Arbitrage after transaction costs | Initial margin | Maximum yield p.a. |
| 4.400 | 0.0001 | 0.9024 | −0.03% | 0.03% | −71.58 | 43983 | −11.7% |
| 4.300 | 0.0001 | 0.8113 | −0.91% | 0.91% | 17.02 | 60480 | 2.0% |
| 4.200 | 0.0003 | 0.7078 | −0.54% | 0.54% | −20.45 | 59480 | −2.5% |
| 4.100 | 0.0003 | 0.6028 | −0.03% | 0.03% | −70.92 | 58480 | −8.7% |
| 4.000 | 0.0004 | 0.5046 | −0.20% | 0.20% | −54.36 | 57480 | −6.8% |
| 3.900 | 0.0005 | 0.4060 | −0.32% | 0.32% | −41.80 | 56480 | −5.3% |
| 3.844 | 0.0003 | 0.3500 | −0.34% | 0.34% | −40.05 | 55920 | −5.2% |
| 3.800 | 0.0007 | 0.3010 | 0.20% | −0.20% | −12.45 | 37963 | −2.4% |
| 3.746 | 0.0006 | 0.2492 | −0.03% | 0.03% | −71.50 | 54940 | −9.4% |
| 3.700 | 0.0016 | 0.2023 | 0.16% | −0.16% | −16.00 | 36967 | −3.1% |
| 3.647 | 0.0022 | 0.1501 | 0.15% | −0.15% | −17.77 | 36439 | −3.5% |
| 3.600 | 0.0053 | 0.1065 | 0.12% | −0.12% | −20.56 | 35972 | −4.1% |
| 3.549 | 0.0138 | 0.0654 | −0.02% | 0.02% | −72.38 | 52970 | −9.8% |
| 3.500 | 0.0326 | 0.0340 | 0.10% | −0.10% | −22.11 | 34974 | −4.6% |
| 3.450 | 0.0635 | 0.0164 | −0.04% | 0.04% | −69.82 | 51980 | −9.7% |
| 3.400 | 0.1045 | 0.0074 | −0.04% | 0.04% | −70.04 | 51480 | −9.8% |
| 3.351 | 0.1475 | 0.0029 | −0.19% | 0.19% | −55.26 | 50990 | −7.8% |
| 3.300 | 0.1960 | 0.0020 | −0.35% | 0.35% | −39.48 | 50480 | −5.6% |
| 3.253 | 0.2436 | 0.0007 | −0.16% | 0.16% | −58.70 | 50010 | −8.5% |
| 3.200 | 0.2953 | 0.0008 | −0.29% | 0.29% | −44.93 | 49480 | −6.5% |
| 3.154 | 0.3421 | 0.0004 | −0.17% | 0.17% | −57.14 | 49020 | −8.4% |
| 3.100 | 0.3963 | 0.0003 | −0.14% | 0.14% | −60.38 | 48480 | −9.0% |
| 3.056 | 0.4459 | 0.0001 | 0.44% | −0.44% | 11.89 | 30502 | 2.8% |
| 3.000 | 0.4937 | 0.0002 | −0.38% | 0.38% | −35.82 | 47480 | −5.4% |
| 2.957 | 0.5481 | 0.0003 | 0.75% | −0.75% | 42.34 | 29482 | 10.3% |
| 2.908 | 0.5865 | 0.0002 | −0.30% | 0.30% | −44.23 | 46560 | −6.8% |
| 2.859 | 0.6047 | 0.0002 | −3.38% | 3.38% | 263.69 | 46070 | 41.2% |
| DTM−40 | |||||||
| 4.20 | 0.0027 | 0.7335 | −4.18% | 4.18% | 52.84 | 42268 | 1.1% |
| 4.10 | 0.0036 | 0.6332 | −4.02% | 4.02% | 37.22 | 41256 | 0.8% |
| 4.00 | 0.0051 | 0.5358 | −4.10% | 4.10% | 44.68 | 40267 | 1.0% |
| 3.90 | 0.0077 | 0.4365 | −3.87% | 3.87% | 22.03 | 39248 | 0.5% |
| 3.80 | 0.0104 | 0.3417 | −4.09% | 4.09% | 43.54 | 38273 | 1.0% |
| 3.70 | 0.0257 | 0.2543 | −3.78% | 3.78% | 12.86 | 37246 | 0.3% |
| 3.60 | 0.0480 | 0.1755 | −3.63% | 3.63% | −1.76 | 36235 | 0.0% |
| 3.50 | 0.0871 | 0.1150 | −3.64% | 3.64% | −1.33 | 35239 | 0.0% |
| 3.40 | 0.1373 | 0.0686 | −3.94% | 3.94% | 29.21 | 34273 | 0.8% |
| 3.30 | 0.2110 | 0.0398 | −3.66% | 3.66% | 0.54 | 33248 | 0.0% |
| 3.20 | 0.2942 | 0.0224 | −3.56% | 3.56% | −9.06 | 32242 | −0.3% |
| 3.10 | 0.3799 | 0.0123 | −3.95% | 3.95% | 29.5 | 31284 | 0.8% |
| DTM−187 | |||||||
| 4.4 | 0.0319 | 0.9756 | −11.26% | 11.26% | −448.93 | 44397 | −1.9% |
| 4.3 | 0.0372 | 0.8834 | −11.35% | 11.35% | −440.37 | 43422 | −2.0% |
| 4.2 | 0.047 | 0.7927 | −11.13% | 11.13% | −462.30 | 42417 | −2.1% |
| 4.1 | 0.0573 | 0.7112 | −11.79% | 11.79% | −395.78 | 41499 | −1.8% |
| 4 | 0.071 | 0.6124 | −10.37% | 10.37% | −539.74 | 40374 | −2.6% |
| 3.9 | 0.0848 | 0.5365 | −11.23% | 11.23% | −451.86 | 39477 | −2.2% |
| 3.8 | 0.1087 | 0.4541 | −10.44% | 10.44% | −532.77 | 38414 | −2.7% |
| 3.7 | 0.1353 | 0.3801 | −10.21% | 10.21% | −555.73 | 37408 | −2.9% |
| 3.6 | 0.166 | 0.315 | −10.47% | 10.47% | −529.87 | 36450 | −2.8% |
| 3.5 | 0.2045 | 0.2536 | −10.31% | 10.31% | −545.71 | 35451 | −3.0% |
| 3.4 | 0.2455 | 0.1985 | −10.54% | 10.54% | −522.91 | 34490 | −2.9% |
| 3.3 | 0.2975 | 0.1522 | −10.54% | 10.54% | −522.48 | 33507 | −3.0% |
| 3.2 | 0.3582 | 0.1132 | −10.40% | 10.40% | −536.38 | 32510 | −3.2% |
| 3.1 | 0.423 | 0.0828 | −10.72% | 10.72% | −504.33 | 31558 | −3.1% |