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Banking

Long Calendar Strangle

A calendar strangle that is designed to profit as the underlying is believed to stay stagnant over a specific period…

Bond with Warrant

A hybrid instrument that gives the holder a long position in a straight debt instrument in addition to the right (option)…

Time Value of Option

The portion of an option's value that is almost entirely attributed to the time left to maturity. It equals an...

Volatility Value

The degree to which the price of the underlying of an option fluctuates. For an out-of-the-money option, it represents the...

Option Time Value

Also known as extrinsic or instrumental value, it is the portion left of the option value (the price) when its...

Fair Price of a Warrant

The fair price or theoretical value of a warrant consists of two components: intrinsic value (formula value) and time value:...

Warrant TV

The time value of a warrant is a part of a warrant value (theoretical value of a warrant) that relates...

Time Value of a Warrant

A part of a warrant value (theoretical value of a warrant) that relates to the continuous exposure to the changes...

Warrant Time Value

A part of a warrant value (theoretical value of a warrant) that relates to the continuous exposure to the changes...

Warrant Value

The value (also, theoretical value) of a warrant consists of two components: intrinsic value (formula value) and time value: Warrant...