A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...
A floating-strike lookback option in which the lookback period starts at inception (contracting date/ trading date or the date the…
A fixed strike lookback option in which the lookback period (partial time- PT) starts at a preset date after the…
An equity derivative (specifically an equity buy-write structure) that involves a mandatory conversion preferred stock (it resembles both convertible bonds…
It is a volatile options strategy, a variant on a ratio backspread (specifically a credit spread), which is the exact...
It refers to unrealized capital profits in an open position in options or futures (or generally in an investment portfolio).…
It refers to unrealized capital losses in an open position in options or futures (or generally in an investment portfolio).…
A path-dependent interest rate option (specifically an interest rate floor) which provides investors holding floating rate assets with protection against…
A Parisian option in which the holder’s possibility and right to exercise is enlivened if the underlying price reaches a…
A path-dependent interest rate option (specifically, an interest rate cap) which protects its holder against increases in total interest obligations…