Average strike option

Average strike option
Average strike option
Average strike option - опцион, цена исполнения которого заменяется средним арифметическим цен базового актива, которые наблюдались в период до погашения опциона.
См. также:  Опционы последовательности цен  

Финансовый словарь Финам.


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  • Average Strike Option — A type of Asian option in which the strike price is based on an average of the spot rate over a period of time. The dates used to calculate the average strike price cover the life of the option, and are referred to as the fixings . When the… …   Investment dictionary

  • Average Rate Option - ARO — An option used to hedge against fluctuations in exchange rates by averaging the spot rates over the life of the option and comparing that to the strike price of the option. Average rate options are typically purchased for daily, weekly or monthly …   Investment dictionary

  • Option style — In finance, the style or family of an option is a general term denoting the class into which the option falls, usually defined by the dates on which the option may be exercised. The vast majority of options are either European or American (style) …   Wikipedia

  • Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income …   Wikipedia

  • option — an agreement, often for a consideration, which permits the purchase or sale of something within a stipulated time, in accordance with the terms of the agreement. For example, a right by a tenant to take up a further lease of premises, usually… …   Financial and business terms

  • Option — Gives the buyer the right, but not the obligation, to buy or sell an asset at a set price on or before a given date. Investors, not companies, issue options. Investors who purchase call options bet the stock will be worth more than the price set… …   Financial and business terms

  • Average Price/Rate Option —    An option whose settlement value is based on the difference between the strike price of the option and the average of the spot rates of the underlying instrument on which the option is based, over the life of the option. The averaging can be… …   Financial and business terms

  • Strike Back (TV series) — Chris Ryan s Strike Back Blu ray cover for the series. Genre Action Drama Military …   Wikipedia

  • Average Price Call — A type of option where the payoff is either zero or the amount by which the average price of the asset exceeds the strike. The average price of these exotic options is derived with a timeframe that is determined at the creation of the option …   Investment dictionary

  • Average Price Put — A type of option where the payoff is either zero or the amount by which the strike price exceeds the average price of the asset. The average price of these exotic options is derived with a timeframe that is determined at the creation of the… …   Investment dictionary


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