A cash-settled European call option whose strike price is zero or very close to zero. Since its being exercised is almost certain, this option replicates...
A call option in which the strike price is set at zero. The underlying of this option is typically a non-marketable asset such as shares in...
The risk that arises from a significant drop in the market capitalization of an exchange to the effect that large numbers...
A put option that pays the holder the amount of a decline in a position or portfolio over the option's life, often less...
An exotic option whose standard payoff (underlying price in excess of the exercise price) is raised to a specific power (such as...
An option whose payoff is based on the price of an underlying asset raised to a power. It is designed to allow the buyer...
A regular forward contract in which the notional is determined over the lifespan of the option rather than as a preset amount. This structured...
A synthetic futures which consists of buying calls and selling the same amount of puts with the same strike price and expiration date. Long synthetic futures = (long...
An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...
A straddle whose strike is equal to (or closest to) the price of its underlying asset. It is a combination of a call option and a option...