An at-the-money forward call option is a call with a strike price equal to the forward price of the underlying...
It has different implications in different contexts. In general, delta defines the number of units of an asset that should...
An at-the-money forward put option is a put with a strike price equal to the forward price of the underlying...
An option which gives its holder the right to exercise on the best or worst return earned on two or...
An option is said to be deep in the money when its exercise price is significantly below (for a call...
A floater that that has no redemption date (maturity date), i.e., whose principal never matures. The note only has perpetual...
A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...
An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...
An option on the spark spread, i.e., the difference between power prices and prices of fuels and emission. It gives...
An option that can be exercised on discrete dates before expiration, such as the first of every month. This option...