摘要: The exercise of a put option. Put to seller would usually occur when the strike price of the put is lower than the market value of the underlying security. At this point, the seller would have the opt[阅读全文:]
摘要: A principle referring to the static price relationship, given a stock's price, between the prices of European put and call options of the same class (i.e. same underlying, strike price and expiration[阅读全文:]
摘要: A ratio of the trading volume of put options to call options. It is used to gauge investor sentiment.
For example, a high volume of puts compared to calls indicates a bearish sentiment in the m[阅读全文:]
摘要: Common stock that gives investors the option to put the stock back to the company at a predetermined price.
Also known as a "putable swap".
With putable common stock, investors[阅读全文:]
摘要:
An exchange of cash flows in which one counterparty makes payments based on a fixed interest rate, the other counterparty makes payments based on a floating interest rate, and the counterparty payi[阅读全文:]
摘要: An option contract giving the owner the right, but not the obligation, to sell a specified amount of an underlying asset at a set price within a specified time. The buyer of a put option estimates tha[阅读全文:]
摘要: A day on which contracts for stock index futures, stock index options, stock options and single stock futures (SSF) all expire.
This is similar to the triple witching hour, except that t[阅读全文:]
摘要: The most basic or standard version of a financial instrument, usually options, bonds, futures and swaps. Plain vanilla is the opposite of an exotic instrument, which alters the components of a traditi[阅读全文:]
摘要: The modern composite-margin requirements that must be maintained in a derivatives account containing options and/or futures contracts. Portfolio margin accounting requires a margin position that is eq[阅读全文:]
摘要: A strategy of holding two offsetting positions, one of which creates an incoming cashflow that is greater than the obligations of the other.
Similar to arbitrage, positive carries genera[阅读全文:]