WORLDDERIVATIVES CENTER

THE SCENARIO LAB

Understand the shape
of an outcome.

Two transparent calculators. Your assumptions, clear formulas and an exportable scenario table.

Educational illustrations only. No live prices, order execution, margin estimates or investment recommendations. Futures losses can exceed margin; short option losses can be substantial, and a short call can have unlimited loss.
Futures P&L ↓Option at expiry ↓

01 / LINEAR PAYOFF

Futures scenario

Use a generic, linear contract quoted in USD per unit. Input prices may be negative; units and contract count must be positive.

NET SCENARIO P&L+500.00 USD

Direction × (exit − entry) × units × contracts − total fees

Price-move scenarios

Move from entryExit priceNet P&L (USD)

No funding, slippage, FX conversion, physical delivery or basis effects. Fees are assumed constant.

Methodology reference: [6] CME futures P&L education

02 / NONLINEAR PAYOFF

Vanilla option at expiry

A cash-payoff illustration in USD. Premium is entered per underlying unit. This model excludes early exercise and all pre-expiry valuation effects.

NET EXPIRY P&L+500.00 USD

Horizontal: underlying price (USD/unit). Vertical: net P&L (USD). Five sample prices shown below.

Underlying (USD)Net P&L (USD)
Side × (intrinsic value − premium) × units × contracts

Call intrinsic = max(price − strike, 0). Put intrinsic = max(strike − price, 0). Excludes fees, financing, tax, assignment and delivery obligations.