price at maturity
41Equity-Linked Note — An Equity Linked Note (ELN) is a debt instrument, usually a bond, that differs from a standard fixed income security in that the final payout is based on the return of the underlying equity , which can be a single stock, basket of stocks, or an… …
42Black model — The Black model (sometimes known as the Black 76 model) is a variant of the Black Scholes option pricing model. Its primary applications are for pricing bond options, interest rate caps / floors, and swaptions. It was first presented in a paper… …
43Original Issue Discount — (OID) USA The discount from the face value of a bond or other debt instrument at the time that it is issued. It is the difference between the stated redemption price at maturity and the offering price. This discount is amortized over the life of… …
44OID — Original Issue Discount (OID) USA The discount from the face value of a bond or other debt instrument at the time that it is issued. It is the difference between the stated redemption price at maturity and the offering price. This discount is… …
45original issue discount — (OID) USA The discount from the face value of a bond or other debt instrument at the time that it is issued. It is the difference between the stated redemption price at maturity and the offering price. This discount is amortized over the life of… …
46Busted Convertible Security — A convertible security that is trading well below its conversion value. The result is that the security is valued as regular debt because there is very little chance that it will ever reach the convertible price before maturity. This is a… …
47Original Issue Discount - OID — The discount from par value at the time that a bond or other debt instrument is issued. It is the difference between the stated redemption price at maturity and the issue price. An original issue discount bond is a bond issued at a price below… …
48option series — A group of options on the same underlying security with the same exercise price and maturity month. Bloomberg Financial Dictionary All options of the same class having the same exercise/strike price and expiration date. Exchange Handbook Glossary …
49straddle — strad·dle / strad əl/ n: the purchase of an equal number of put options and call options on the same underlying securities with the same price and maturity date Merriam Webster’s Dictionary of Law. Merriam Webster. 1996. straddle …
50Redemption — The return of an investor s principal in a fixed income security, such as a preferred stock or bond; or the sale of units in a mutual fund. A redemption occurs, in a fixed income security at par or at a premium price, upon maturity or… …
