An equity risk reversal which has one or more knock-in option components. The premium received from the sale of a call will exactly offset the cost of a put purchased (i.e., the cost of a long put is compensated by the proceeds from a short call).
![Fincyclopedia Fincyclopedia](https://fincyclopedia.net/wp-content/uploads/2019/11/Logo-for-Web-01.png)
An equity risk reversal which has one or more knock-in option components. The premium received from the sale of a call will exactly offset the cost of a put purchased (i.e., the cost of a long put is compensated by the proceeds from a short call).
Comments