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European Barrier Option

A barrier option whereby the holder has the right to exercise only at the option's expiration date. In the event...

European Credit Default Swap Option

A credit default swap option that can be exercised only at expiration date. It is a European option on a...

European Digital Option

A digital option in which a bet is made on the underlying price/ rate being higher or lower than a...

European Capped Call Option

A capped call option which is only exercisable at maturity. A capped call, by definition, is a call option modified...

European Lookback Option

An option (lookback option) that is only exercisable by its holder at expiration date (expiry date). It allows the holder...

Lookback Put

A lookback option that gives its holder the right, without the obligation, to sell at the highest price the underlying...

Lookback Call

A lookback option that gives its holder the right, without the obligation, to buy at the lowest price the underlying...

Partial Lookback Period

With respect to option contracts and other types of derivatives, it is the partial period of time during which the...

Callable Option

A long option (long call or long put) which is held by an investor and is subject to a short...

Cross Rate Option

A currency option whose underlying is a currency pair for which there are typically no option contracts on offer. For...