Search
Generic filters
Filter by Categories
Accounting
Banking

Lookback Rate Put

A lookback option whose payoff (and performance), at expiration (for a European version) or over its lifetime (for an American...

Class of Options

All options of the same type (calls or puts) that trade on a given asset with specific expiration dates and…

Bear Put Ratio Backspread

A put ratio backspread which involves selling higher strike put options and buying a bigger number of lower strike puts…

Synthetic Underlying

An option trading strategy which is similar to a conversion/ reversal but without involving the underlying leg. In its reversal…

Convertible

An instrument (part debt and part equity) that gives the holder the right, but not the obligation, to exchange his…

Early Redemption Put Option

An embedded feature that is added to specific types of debt instruments or hybrid instruments that carry fixed and floating...

Short Put Diagonal Calendar Spread

A put diagonal calendar spread which is designed to profit on the expectation that the underlying would break out in…

Power Reverse Convertible

An equity structured product (and a reverse convertible) that provides an enhanced coupon. Coupon enhancement (yield enhancement) is typically done…

Forward Floor

An interest rate floor that has a forward start date. In other words, the floor comes into effect at some…

Embedded Put Option

A put option (put) that is not tradable- but rather is part of an instrument or structure, granting its issuer...