A long position in a synthetic option. In other words, a position whose payoff (and generally risk-and-reward profile) replicates that...

A gut iron butterfly which is established by buying one call at the lowest exercise price, selling one call and...

A neutral (risk-limited and reward-limited) option trading strategy which builds on the long butterfly strategy, and whereby a long butterfly...

A calendar straddle (horizontal straddle) that is designed to profit as the underlying is believed to stay stagnant over a...

A bullish option strategy (a combo) which is based on selling out-of-the-money puts and buying out-of-the-money calls in order to...

A longevity derivative in which regular payments are made to a firm (investment bank, insurance company, pension fund, etc.) based...

A complex option trading strategy (a box) that combines a lower-strike long synthetic futures and a higher-strike short synthetic futures....

A structured product (floored floating rate note) in which a minimum level of coupon depends on a specific floor rate...

A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...

An option that is designed to allow the buyer (holder) to take a leveraged view on a specific asset or...