An option contract for which no premium is paid upfront by the buyer. However, a prespecified premium should be paid...
A put option which confers on the holder the right to buy the underlying stock at a price below the...
An option on a cap. For short, it is dubbed "caption". In other words, a caption is an option to...
A type of barrier options which is associated with a strike price and a cap barrier above the strike price.…
A financial derivative whose payoff depends on the spread between two swap rates of different maturities (e.g., the 10-year swap…
An abbreviation for close-to-the-money option; an option contract in which the underlying’s market price is very near to the strike…
The time on an option‘s expiration date after which the option no longer exists. It is at this time that…
It stands for collateralized put-write; an options trading strategy that involves short positions in put options and the use of…
It stands for convertible bond option; an option that gives the holder of a convertible bond for shares of common…
An option that changes its type if certain conditions are fulfilled. For example, it may change into an otherwise identical…