The time on an option‘s expiration date after which the option no longer exists. It is at this time that…
It stands for collateralized put-write; an options trading strategy that involves short positions in put options and the use of…
It stands for convertible bond option; an option that gives the holder of a convertible bond for shares of common…
An option that changes its type if certain conditions are fulfilled. For example, it may change into an otherwise identical…
It stands for convetible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,…
It stands for currency total return swap; a total return swap (TRS) that allows the buyer to hedge against both…
A call option on a put option. It gives the holder the right, without the obligation, to purchase a put…
It stands for credit-linked note. A credit-linked hybrid that combines a note with a credit default swap. The face value…
An asset swap which has a callable convertible bond (CB) as underlying. The underlying convertible bond is associated with a…
A par asset swap whose underlying asset (e.g. a convertible bond) is repackaged with an equity warrant stripped therefrom, with…
