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Tunnel Option

An option-based strategy that is mostly used in currency (and interest rate) markets and involves the purchase of a foreign exchange...

Put Leverage

An option leverage that measures the sensitivity of a put option’s price to changes in the underlying price. In other words, it is...

Option Beta

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...

Conditional Put Option

An option (here a put option) that gives a issue the right, but not the obligation, to put a bond...

Conditional Put

An option (here a put) that gives a issue the right, but not the obligation, to put a bond (puttable...

Put Option

An option contract that gives its holder (the buyer) the right, but doesn’t oblige him/ her/ it, to sell a certain quantity...

Put

An option contract that gives its holder (the buyer) the right, but doesn’t oblige him/ her/ it, to sell a certain quantity...

Quantoed Put Option

A quantoed option whose payoff is determined based on a contractually agreed exchange rate and the difference between the strike price and the sport price (spot...

Call Option

An option contract that gives the holder (the buyer) the right, without the obligation, to buy a certain amount of an underlying...

Call

An option contract that gives the holder (the buyer) the right, without the obligation, to buy a certain amount of an underlying...