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Payoff Lab: Breakeven

Absolute covered-call breakeven and the separate price where holding begins to outperform.

#Absolute PnL breakeven

Covered-call breakeven = S₀ − P

Below strike, covered-call value is S_T + P. Setting that equal to entry price S₀ gives entry price minus net premium. Costs reduce premium and raise the effective breakeven.

Illustrative inputValue
Entry price S₀$180
Premium P$4
Simplified breakeven$176

#Breakeven versus holding

Relative difference = P − max(S_T − K, 0)

The covered call leads holding by premium at or below strike. Above strike, that lead falls dollar for dollar. The two are equal at S_T = K + P.

#Limits of the formula

  • Breakeven is not a capital floor.
  • Closing before expiry uses market value, not terminal intrinsic value.
  • Costs, Stock Token basis and multiplier changes can alter realized economics.
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