A standard option with no special or add-on features. Generally, vanilla products have standard and well-defined properties and trade actively. This category...
A path-dependent option that is typically embedded in a structured note (range note), allowing the holder to receive a coupon at maturity,...
A type of mountain range options (on the market since 1990s) that offers the option holder a payoff provided that none of the underlying...
A European option that grants the holder the right, without the obligation, to buy or sell credit protection on a specific reference entity for a specific...
An option on credit which gives the holder the right to enter into a credit default swap at a given expiration date, at no...
An option on a credit default swap. It provides the holder with the right, without the obligation, to enter into a credit default swap at...
In essence, beta is a measure of how a stock’s volatility changes in relation to the overall market. An option's beta is the covariance of the option's return...
A type of exotic option in which the holder receives a payout once the price of the underlying asset reaches or exceeds a specific...
A barrier option which will be knocked out or deactivated if the outstirke barrier has been hit or touched three times during the option's life....
It stands for target redemption forward; a structured product (specifically a target redemption note) which consists of a strip of forwards each of which...