Out of the Money
... covered interest arbitrage无汇价波动风险的套利操作 out of the money(otm)价外 year to maturity到期年限 ...
money
价外(out-of-the-money):指窝轮的状态。如果立刻行窝轮之时不能为窝轮持有人带来盈利。
out the money
价外(Out the Money):标的证券股价低于认购权证执行价
deep-out-of-the-money
...后的时间里,股票价格迅猛上涨,导致认购权证处于深度价 内(deep-in-the-money),而认沽权证处于深度价外(deep-out-of-the-money),这从表1中也能 够清楚的看到。