Filter by Categories
Accounting
Banking

Protective Put

When an investor buys a put option and simultaneously holds shares of the underlying stock from a previous purchase, a...

Put Overwriting

A bullish option strategy which involves buying shares of stock and writing put options against them. In other words this...

Put-Call-Futures Parity

The relationship between the prices of calls (call options), puts (put options), and futures (futures contracts) on the same underlying...

Participating Option

An option which allows the holder to pay a reduced premium amount in return for forgoing a portion of any...

Quattro Option

A range option that pays out at expiration an amount that is based on how many of its four defined...

Minimum Option

An option to exercise on a bundle of vanilla options with the same expiration date but different strike prices, optionalities...

No-Regrets Option

An exotic option that allows the holder to buy or sell an underlying asset at the best possible price that...

Quanto Equity Option

An exotic option that combines the features of a quanto option and an equity option. The payoff of a quanto...

Quadratic Option

A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...

Swing Option

In the energy market, it refers to an agreement to buy energy at a certain fixed price during a specified...