Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Derivatives – Page 281 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
  • Tuesday, May 13, 2025
  • The Financial Encyclopedia
[wpdreams_ajaxsearchpro id=43 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Spread Derivative

A credit derivative that is based on a credit spread as observed from market spread levels, for the purpose of...

    ATMF Call Option

    An at-the-money forward (ATMF) call option is a call with a strike price equal to the forward price of the...

      ATMF Put Option

      An at-the-money forward (ATMF) put option is a put with a strike price equal to the forward price of the...

        Spread Contract

        A futures contract or futures option in which the underlying is a specific spread. Examples of underlying spreads include crack...

          Basis Point Upfront

          A measure of basis points as absolute spread or return. For example, if the expected carry for a swap (carry...

            Atlantic Spread

            The spread that forms when an investor/trader holds position in a European option and a corresponding American option. This options...

              Spread

              A transaction in which the trader simultaneously purchases, or takes a long position in, a contract on a specific asset...

                Fair Value Premium

                According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....

                  Spread Transaction

                  A transaction in which the trader simultaneously purchases, or takes a long position in, a contract on a specific asset...

                    Masochist Strategy

                    An option combination that longs a stock and shorts a call (long stock + short call) so the investor can...