The lower two strike prices are used in the bull spread, and the higher strike price in the bear spread.
在牛市价差中使用较低的两个执行价格,在熊市价差中使用较高的执行价格。
Put breakeven equals the strike price minus the premium.
卖出期权的收支平衡等于执行价减去期权金。
It refers that the holder buy or sell one option at strike price on a set date.
即持有者在某一约定日期按协定价格买入或卖出一份期权。
The problem comes when the market crashes and prices drop below the strike price of the option.
但当市场崩溃、资产价格跌落到行权价格以下时,问题就出现了。
This paper studies the pricing on Asian geometric average options with fixed strike price at any valid time.
研究了具有固定敲定价格的几何型亚式期权在任意有效时刻的定价问题。
Secondly we prove in detail the pricing model of Asian geometric average options with floating strike price.
详细推导了以几何平均值作为敲定价格的几何型亚式期权的定价公式。
Pricing biases related to warrant strike price, time to maturity and volatility are also considered in this study.
同时将模型价格与市场价格进行比较,并且研究了定价误差与波动率,到期时间,内在价值的百分比的关系。
The price at which the holder (buyer) may purchase or sell the underlying futures contract. Also called strike price.
指股票能在承购合同中被购入或在承销合同中被卖出的那个固定价格。也叫做执行价。
A combination of a put and a call with the same strike price, in which both are bullish, called synthetic long futures.
由两个有相同行使价的看跌和看涨期权形成的组合,同时二者都看跌,叫做组合卖出期货。
This kind of option strategy is comprised by one put and one call options with the same strike price and the same expiry date.
该组合由两份执行价格和到期日均相同的看涨期权和看跌期权组成。
Binary option is also an exotic option, its value depends on whether the price of underlying asset is higher than strike price.
二元期权也是一种奇异期权,其收益取决于到期资产价格与执行价格的大小。
European option: the right to buy a given quantity of a good or security at a specific time and at a specific price (the strike price).
欧洲选项:有权购买某一特定数量的一个良好的安全或在某一特定时间和在某一特定价格(履约价格)。
If ZYX advances to 65 at expiration, the LEAPS will have a value of approximately 15 (the stock price of 65 less the strike price of 50).
如果ZY X在到期时涨到65,leaps则有大约15远的价值(股票价格65减去商定价格50)。
Selling calls gives investors immediate cash as well as the potential for further gains in return for capping those gains at the strike price.
出售看涨期权令投资者获得现金,同时还有可能在将来获利,代价是期权执行价为股票的收益封了顶。
The calculation formula of price of forward contracts was given and the optimal strike price of options for seller and buyer were calculated.
提出了一种考虑需求不确定因素的双边可选择电力远期合同模型 ,给出了合同价格的计算公式 ,计算了买卖双方期权的最优敲定电价。
American option: the right to buy a given quantity of a good or security at or before a specific time and at a specific price (the strike price).
美式期权:有权购置某一特定数量的一个好或平安时或之前,详细时间和在某一特定价钱(履约价钱)。
The paper discusses the character of strike price in pricing real option similarly American option and describes it using Geometric Brownian Motion.
本文通过对类似于美式期权的实物期权的执行价格的特征进行分析,并运用几何布朗运动对其进行了描述。
When the strike price of an option is equal to (or nearly equal to) the market price of the underlying security, we call this option is at the money.
当期权的执行价格非常接近标的物的即期价格时,则称该期权处于平价状态。平价期权实际上可以是处于略为价内或价外的状态。
To be profitable, though, at expiration, the stock must be trading for more than 58, the total of the option premium (8 1/2) and the strike price of 50.
当然,要想在到期前真正有利可图,该股票的交易价格必须高于58 1/2,也就是期权溢价(8-1/2)加上商定价格50。
It is a kind of option strategy that the investor buy and sell the same type of two options which have the same expiry date but with the different strike price.
投资人在同一时间买进和卖出同一类期权,此两个期权到期日相同,但执行价格不同。
More precisely, for one day 'quote, the implied volatility is a function of two parameters: the strike price and the time to maturity, exhibiting a surfaced shape.
确切的说,对于某一天的期权报价,隐含波动率是执行价格和存续期的二元函数,呈现曲面的形态。
A put option is an agreement in which the buyer has the right (but not the obligation) to exercise by selling an asset at the strike price on or before a future date;
看跌期权亦为一种协议,在该协议中,买方有权(但非义务)以履约价格在未来某日或未来某日之前出售某一资产;
A put is an option that gives the buyer the right, but not the obligation, to sell the underlying futures contract at the strike price on or before the expiration date.
看跌期权赋予买方以权利,但不必负有义务,在期权到期日当天或者到期之前,按照敲定的价格卖出相关期货合约。
A call is option that gives the buyer the right, but not the obligation, to purchase the underlying futures contract at the strike price on or before the expiration date.
看涨期权赋予买方以权利,但不必负有义务,在期权到期日当天或到期之前,按敲定价格买进相关期货合约。
When markets are booming, or even just stable, selling "out-of-the-money" put options, with a strike price far below the current market price of the asset, is a route to easy money.
当市场繁荣或较为平稳时,以远低于标的资产市场现价的执行价格卖出“价外”卖出期权根本就是在捡钱。
When markets are booming, or even just stable, selling "out-of-the-money" put options, with a strike price far below the current market price of the asset, is a route to easy money.
当市场繁荣或较为平稳时,以远低于标的资产市场现价的执行价格卖出“价外”卖出期权根本就是在捡钱。
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