- synthetic futures
- смешанный фьючерсный контракт (сочетает в себе опционы 'колл' и 'пут';
см. call option, put option)
Большой англо-русский и русско-английский словарь. 2001.
synthetic futures
Смотреть что такое "synthetic futures" в других словарях:
synthetic futures — A combination of a put and a call with the same strike price, in which both are bullish, called synthetic long futures. Also, a combination of a put and a call with the same strike price, in which both are bearish, called synthetic short futures … Financial and business terms
Synthetic Futures Contract — A position created by combining call and put options for the purpose of mimicking the payout schedule and characteristics of a futures contract. A synthetic long futures contract is created by combining long calls and short puts. A synthetic… … Investment dictionary
Synthetic Forward Contract — A position in which the investor is long a call option and short a put option. The synthetic forward contract requires that both options be held simultaneously by a single investor, that have the same strike price and expiration date. This… … Investment dictionary
synthetic position — A hedging strategy combining futures and futures options for price protection and increased profit potential; for example, by buying a put option and selling (writing) a call option, a trader can construct a position that is similar to a short… … Financial and business terms
synthetic call option — A combination of a long futures contract and a long put, called a synthetic long call. Also, a combination of a short futures contract and a short put, called a synthetic short call. Chicago Mercantile Exchange Glossary … Financial and business terms
synthetic put option — A combination of a short futures contract and a long call, called a synthetic long put. Also, a combination of a long futures contract and a short call, called a synthetic short put. Chicago Mercantile Exchange Glossary … Financial and business terms
synthetic — A derivative position which is created synthetically by using other derivative contracts. For example, the creation of a synthetic long future by the purchase of a call option and the sale of a put option with the same exercise price and expiry… … Financial and business terms
synthetic fund — A type of futures and options fund where the fund is designed to perform in accordance with an index, often a stock index such as the FTSE 100. It does not invest in the underlying securities themselves, but instead uses derivatives to gain the… … Financial and business terms
synthetic option — A combination of a futures contract and an option, in which one is bullish and one is bearish. Chicago Mercantile Exchange Glossary … Financial and business terms
synthetic long — A long futures position synthetically created by the purchase of a call option and the sale of a put option with the same strike price and expiry date, and on the same underlying asset. Dresdner Kleinwort Wasserstein financial glossary … Financial and business terms
synthetic short — A short futures position synthetically created by the purchase of a put option and the sale of a call option with the same strike price and expiry date, and on the same underlying asset. Dresdner Kleinwort Wasserstein financial glossary … Financial and business terms
