butterfly (call) spread


butterfly (call) spread

фр. écart en papillon

исп. margen «mariposa»

спред «бабочка» по опциону «колл»

Стратегия при работе с опционами, которая предполагает одновременые продажу и приобретение двух опционов типа «колл» с различными сроками. Один из двух опционов имеет более высокую цену исполнения, а другой — более низкую по сравнению с двумя противостоящими опционами.


Финансы и долги. — М.: Весь мир. 1997.

Смотреть что такое "butterfly (call) spread" в других словарях:

  • butterfly call spread — One of the more well known option trading strategies. A complex option trading strategy using puts and calls with different maturity dates and different strike prices. An option strategy designed to profit from stable or decreasing volatility.… …   Financial and business terms

  • butterfly spread — The placing of two interdelivery spreads in opposite directions with the center delivery month common to both spreads. Chicago Board of Trade glossary Established by buying an at the money option, selling 2 out of the money options, and buying an …   Financial and business terms

  • Call option — This article is about financial options. For call options in general, see Option (law). A call option, often simply labeled a call , is a financial contract between two parties, the buyer and the seller of this type of option.[1] The buyer of the …   Wikipedia

  • Call-Option — Payoff eines Calls minus dessen Preis Eine Call Option (oder auch Vanilla Call, dt. Kaufoption) ist eine Option, bei welcher der Käufer das Recht, aber nicht die Pflicht hat, innerhalb eines bestimmten Zeitraums (amerikanische Optionen) oder an… …   Deutsch Wikipedia

  • Call Option — Payoff eines Calls minus dessen Preis Eine Call Option (oder auch Vanilla Call, dt. Kaufoption) ist eine Option, bei welcher der Käufer das Recht, aber nicht die Pflicht hat, innerhalb eines bestimmten Zeitraums (amerikanische Optionen) oder an… …   Deutsch Wikipedia

  • Butterfly (options) — In options trading, a long butterfly (sometimes simply butterfly) is a combination trade resulting in the following net position: * Long 1 call at (X − a) strike * Short 2 calls at X strike * Long 1 call at (X + a) strikeall with the same… …   Wikipedia

  • Butterfly (Finanzwesen) — Auszahlungsdiagramm zu einem Butterfly Ein Butterfly (auch: Butterfly Spread) ist eine Optionsstrategie, bei der man mit Optionen (d. h. derivativen Finanzinstrumenten) auf sich ändernde bzw. gleich bleibende Preise des Basiswertes… …   Deutsch Wikipedia

  • spread a farfalla —   Eng. butterfly spread   Tecnica operativa praticata nel mercato delle opzioni nel momento in cui i prezzi del bene sottostante sono stabili o in flessione. Si attua vendendo due opzioni call con lo prezzo di esercizio ( strike ) e acquistandone …   Glossario di economia e finanza

  • butterfly spread — / bʌtəflaɪ spred/ noun an act of buying two call options and selling two call options, with different dates and prices, all at the same time …   Dictionary of banking and finance

  • Options spread — Spread option redirects here. For the American football offensive scheme, see Spread offense. Options spreads are the basic building blocks of many options trading strategies. A spread position is entered by buying and selling equal number of… …   Wikipedia

  • Debit spread — In finance, a debit spread, AKA net debit spread, results when an investor simultaneously buys an option with a higher premium and sells an option with a lower premium. The investor is said to be a net buyer and expects the premiums of the two… …   Wikipedia


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