Option – Page 84 – Fincyclopedia

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Prepaid Forward Price

The price the buyer pays to the seller today for a prepaid forward contract. It equals the underlying price minus...

Down-and-In Barrier Option

A variant of a barrier option in which the right to exercise activates or becomes active if the actual “spot...

Cega

The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...

Correlation Delta

The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...

Foreign Exchange Floor

An option contract on foreign exchange whereby the seller (or the writer) pays the buyer, at periodic payment dates, the...

Accumulator Out-Option

A accumulator option with an American-style knock-out barrier. If the underlying trades through that barrier on a fixing date, the...

Accumulator In-Option

An accumulator option with an American-style knock-in barrier. If the underlying trades through that barrier on a fixing date, the...

Ninety-Ten Strategy

A multiperiod option purchase strategy that seeks to avoid large losses in any single investment period by committing 10% of...

ZSC

It stands for zero-strike call option; a call option in which the strike price is set at zero. The underlying...

Spot Trader Option

An option which allows the holder to trade the underlying market with limited downside in return for a given premium....