long straddle

См. также в других словарях:

• Long straddle — A straddle in which a long position is taken in both a put and call option. The New York Times Financial Glossary * * * long straddle ► a situation in which an investor buys both a call option and a put option on the same shares because they… …   Financial and business terms

• long straddle — Taking a long position in both a put and a call option. Bloomberg Financial Dictionary * * * long straddle ► a situation in which an investor buys both a call option and a put option on the same shares because they think that there will be a big… …   Financial and business terms

• Long Straddle — A strategy of trading options whereby the trader will purchase a long call and a long put with the same underlying asset, expiration date and strike price. The strike price will usually be at the money or near the current market price of the… …   Investment dictionary

• Straddle — In finance, a straddle is an investment strategy involving the purchase or sale of particular option derivatives that allows the holder to profit based on how much the price of the underlying security moves, regardless of the direction of price… …   Wikipedia

• Straddle (Wirtschaft) — Ein Straddle (engl. für „Grätsche”) ist eine Optionsstrategie. Man spekuliert damit auf sich stark ändernde Kurse (long straddle) bzw. Kurse die gleich bleiben (short straddle). Der Short Straddle birgt ein unbegrenztes Verlustrisiko.… …   Deutsch Wikipedia

• straddle — For futures, the same as spreading. In futures options, a straddle is formed by going long a call and a put of the same strike price ( long straddle), or going short a call and a put of the same strike price ( short straddle) . The CENTER ONLINE… …   Financial and business terms

• Straddle — Purchase or sale of an equal number of puts and calls with the same terms at the same time. Related: spread * * * straddle strad‧dle [ˈstrædl] noun [countable] FINANCE 1. a combination of call option S (= rights to buy particular shares a …   Financial and business terms

• Optionsstrategie — Optionsstrategien sind Anlagestrategien mit derivativen Finanzinstrumenten. Basierend auf einer positiven, neutralen oder negativen Markterwartung und der Volatilität des zugrundeliegenden Basiswerts (Underlying) der Optionen kann der Anleger… …   Deutsch Wikipedia

• Options strategies — can favor movements in the underlying that are bullish, bearish or neutral. In the case of neutral strategies, they can be further classified into those that are bullish on volatility and those that are bearish on volatility. The option positions …   Wikipedia

• Stock option return — calculations provide investors an easy metric for comparing stock option positions. For example, for two stock option positions which appear identical, the potential stock option return may be useful for determining which position has the highest …   Wikipedia

• Strangle (options) — In finance, a strangle is an investment strategy involving the purchase or sale of particular option derivatives that allows the holder to profit based on how much the price of the underlying security moves, with relatively minimal exposure to… …   Wikipedia