Filter by Categories
Accounting
Banking

Deferred Payment American Option

A deferred payment option which permits the holder to freeze or lock-in the underlying price at which it will be…

Spring Loading

The practice of granting options (employee or executive stock options– ESOs) just before the announcement of key information that is…

Bubble

A market anomaly that arises when the market price of an asset (stocks, real estate, etc) begins to divert from…

Bond Yield Warrant

A warrant whose value is linked to bond yields so that investors can take a view on the direction of…

IV of an Option

Generally, it is the effective monetary advantage which would be obtained when an option is immediately exercised. In call options,...

Opportunity Value

The degree to which the price of the underlying asset of an option fluctuates. For an out-of-the-money option, it represents...

Option Intrinsic Value

The value of an option that is entirely attributed to the performance of its underlying with respect to its strike...

Volatility Value

The degree to which the price of the underlying of an option fluctuates. For an out-of-the-money option, it represents the...

Forward Intrinsic Value

An option value that includes, in addition to the intrinsic value, the fair value of the forward underlying the option...

Option Time Value

Also known as extrinsic or instrumental value, it is the portion left of the option value (the price) when its...