The automated Quantcha Trade Ideas Service has detected a promising
CRTO was recently trading at $51.17 and has an implied volatility of 37.72% for this period. Based on an analysis of the options available for CRTO expiring on 21-Apr-2017, there is a 34.14% likelihood that the underlying will close within the analyzed range of $51.29-$56.22 at expiration. In this scenario, the average linear return for the trade would be 44.85%.
52 week high: CRITEO S.A. AMERICAN DEPOSITAR recently reached a new 52-week high at $52.87. CRTO had traded in the range $32.83-$52.50 over the past year.
Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if CRTO maintains its current direction and does not revert back to pricing on the bearish side of $51.17 on 21-Apr-2017. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bullish strategy, the trade would be profitable if CRITEO S.A. AMERICAN DEPOSITAR closes at or above $50.85 on 21-Apr-2017. Based on our risk-neutral analysis, there is a 53.78% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the
This is an automated post generated based on a market analysis of delayed data at 3/28/2017 3:19:51 PM ET. The analysis does not include brokerage fees or commissions and is not investment advice.