diagonal spread


diagonal spread

фр. écart diagonal

исп. margen diagonal; diferencial diagonal; posición diferencial diagonal

диагональный спред

Стратегия при сделках с опционами, при которой используют либо два опциона «пут», либо два опциона «колл» на покупку одной и той же акции при разных ценах исполнения или сроках исполнения.


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

Смотреть что такое "diagonal spread" в других словарях:

  • Diagonal spread — In Finance, A diagonal spread is established by simultaneously entering into a long and short position in two options of the same type (two call options or two put options)[jargon] but with different strike prices and expiration dates.[jargon]… …   Wikipedia

  • Diagonal Spread — An options strategy established by simultaneously entering into a long and short position in two options of the same type (two call options or two put options) but with different strike prices and expiration dates. This strategy is called a… …   Investment dictionary

  • diagonal spread — Uses options with different expiration dates and different strike prices; for example, a trader might purchase a 26 December German Mark put and sell a 28 September German Mark put when the futures price is $.2600/DM. The CENTER ONLINE Futures… …   Financial and business terms

  • spread — The price difference between two related markets or commodities. Chicago Board of Trade glossary l) Positions held in two different futures contracts, taken to profit from the change in the difference between the two contracts prices; e.g., long… …   Financial and business terms

  • Diagonal, Iowa —   City   Location of Diagonal, Iowa …   Wikipedia

  • 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

  • Credit spread (options) — Finance Financial markets Bond market …   Wikipedia

  • calendar spread — The purchase of one delivery month of a given futures contract and simultaneous sale of another delivery month of the same commodity on the same exchange. The purchase of either a call or put option and the simultaneous sale of the same type of… …   Financial and business terms

  • Ratio spread — The ratio spread is a strategy in options trading that involves buying some number of options and selling a larger number of other options of the same underlying market and (usually) the same expiration date, but of a different strike price.… …   Wikipedia

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

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