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Contract

The unit of trading for derivatives such as options and futures; one contract controls a fixed amount of the underlying.

Options and futures are not shares; they are agreements. One equity option contract controls 100 shares (the options-multiplier). One futures-contract controls a fixed quantity, such as 1,000 barrels of oil for cl or $50 times the index for es.

The contract size is what turns a small price move into a large dollar move. This is the source of the leverage built into derivatives.

Example: you buy one call option at a $2.00 premium. Because the contract covers 100 shares, you pay $200, and a $1 rise in the option price is worth $100.

Related: futures-contract, options-multiplier, notional-value, leverage

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Payoff of a long call at expiryA flat loss equal to the premium below the strike, turning upward at 45 degrees above it.Profit / loss per share08595115125Strike 105Max loss 3 — the premium paidBreakeven 108Profit keeps growingUnderlying price at expiry
Buying a call: payoff at expiry. A 105-strike call bought for 3 loses that whole 3 if the price finishes at or below 105, breaks even at 108, then gains a dollar for every dollar higher. The loss is capped at the premium; the upside is not capped.
Margin and leverageA small deposit controlling a much larger position, and the point at which losses trigger a margin call.Position you controlnotional value $100,000your margin deposit: $5,000$100,000 / $5,000 = 20:1 leverageYour deposit absorbs every dollar of loss$5,000$2,500$0Equity leftMARGIN CALLequity has fallen to $2,5000%1%2%2.5%3%4%5%How far the price moves against you
Margin and leverage. A $5,000 deposit can control a $100,000 position, which is 20:1 leverage. Because the loss is measured on the full $100,000, a 2.5% move against you halves the deposit and brings a margin call, and a 5% move uses all of it.

Educational only, not advice. Spotted an error? Post in Site Feedback.