It stands for moving strike convrtible bond; in Japan, it is a convertible bond in which the conversion price is…

The strike price of an option which is equal to the spot price of its underlying. The spot price can...

A situation that occurs when the underlying of an option settles near or at its strike price (exercise price) at...

An option whose strike price is not specified at the time of the trade. Instead, it is set as the...

The strike of an option contract that can be changed during the life of the option. For example, a commodity...

In Japan, it is a convertible bond in which the conversion price is not predetermined but is kept floating (i.e.,...

A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...

An option which is the reverse of a dual strike option. The reverse dual strike option has its payoff defined...

An interest rate option which applies one rate for part of the option’s life and another for the rest of...

A volatility trading strategy that combines an at-the-money forward call (ATMF call) with an ATMF put with opposite deltas, in...