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BW Strategy

It stands for buy-write strategy; an options trading strategy whereby an investor buys a share of stock or a basket...

Credit Spread Call Option

A credit spread option which gives the holder the right, but not the obligation, to buy a defaultable reference bond...

Front Fee

The premium or option price on the first leg of a compound option, i.e., on the call option (with the...

Back Fee

The premium or option price on the second leg of a compound option, i.e., on the put option (with the...