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1 bear spread
Optionsstrategi, der tager sigte på at opnå fortjeneste ved et lille fald i kursen på den underliggende fordring. Der købes en put option og sælges en tilsvarende put option med samme udløbsdato, men med lavere exercise price. Modsat bull spread. -
2 bull spread
Optionsstrategi, der tager sigte på at opnå fortjeneste ved en lille stigning i kursen på den underliggende fordring. Der sælges en out-of-the-money (OTM) call option og købes en tilsvarende out-of-the-money (OTM) put option med samme udløbsdato, men med lavere exercise price. Modsat bear spread. -
3 bear spread
Optionsstrategi, der tager sigte på at opnå fortjeneste ved et lille fald i kursen på den underliggende fordring. Der købes en put option og sælges en tilsvarende put option med samme udløbsdato, men med lavere exercise price. Modsat bull spread. -
4 bull spread
Optionsstrategi, der tager sigte på at opnå fortjeneste ved en lille stigning i kursen på den underliggende fordring. Der sælges en out-of-the-money (OTM) call option og købes en tilsvarende out-of-the-money (OTM) put option med samme udløbsdato, men med lavere exercise price. Modsat bear spread. -
5 calendar spread
Optionsstrategi, hvor en option med en kort løbetid sælges og afdækkes med en option med en længere løbetid. -
6 calendar spread
Optionsstrategi, hvor en option med en kort løbetid sælges og afdækkes med en option med en længere løbetid. -
7 premium
1) Når en obligation handles over pari, betegner premium differencen mellem handelskursen og pari.2) Beløb betalt over pari i forbindelse med en førtidsindfrielse.3) Benyttes sommetider som synonym for spread og margin.4) Benyttes også om prisen for en option. -
8 premium
1) Når en obligation handles over pari, betegner premium differencen mellem handelskursen og pari.2) Beløb betalt over pari i forbindelse med en førtidsindfrielse.3) Benyttes sommetider som synonym for spread og margin.4) Benyttes også om prisen for en option.
См. также в других словарях:
Spread Option — A type of option that derives its value from the difference between the prices of two or more assets. Spread options can be written on all types of financial products including equities, bonds and currencies. This type of position can be… … Investment dictionary
spread option — spread (def. 26b). * * * … Universalium
spread option — spread (def. 26b) … Useful english dictionary
spread option — A position consisting of the purchase of one option and the sale of another option on the same underlying security with a different exercise price and/or expiration date. Bloomberg Financial Dictionary … Financial and business terms
Credit Spread Option — A financial derivative contract that transfers credit risk from one party to another. An initial premium is paid by the buyer in exchange for potential cash flows if a given credit spread changes from its current level. The buyer of a credit… … Investment dictionary
Load Spread Option — A method of collecting the annual fees from investors in load funds through periodic deductions. These periodic deductions often are taken off of regular investor contributions to the fund to spread out the burden of the load fees over time. With … Investment dictionary
Spread offense — “Spread offense” may also refer to the four corners offense developed by Dean Smith. The spread offense is an offensive American football scheme that is used at every level of the game including the NFL, CFL, NCAA, NAIA, and high schools across… … Wikipedia
Option offense — Morris Knolls High school running an option offense The option offense is a generic term that is used to describe a wide variety of offensive systems in American football. Option offenses are characterized as such due to the predominance of… … Wikipedia
option — an agreement, often for a consideration, which permits the purchase or sale of something within a stipulated time, in accordance with the terms of the agreement. For example, a right by a tenant to take up a further lease of premises, usually… … Financial and business terms
Option — Gives the buyer the right, but not the obligation, to buy or sell an asset at a set price on or before a given date. Investors, not companies, issue options. Investors who purchase call options bet the stock will be worth more than the price set… … Financial and business terms
Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied … Wikipedia
