Home Wikituition Browse all terms Categories
Random term

Derivatives, Futures & Options

65 terms · page 1 of 3


A–Z
All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Filtering by: Derivatives, Futures & Options Clear all
Derivatives, Futures & Options

American Option

An option that may be exercised at any time up to and including its expiry date.

Test: the holder may exercise on any trading day up to expiry, and the writer may be assigned at any time qualitative
Derivatives, Futures & Options

Arbitrage

Simultaneously buying and selling equivalent assets in different markets to lock in a price difference without directional risk.

Test: the combined position has offsetting exposures, so the profit is fixed at inception regardless of the underlying's movement
Derivatives, Futures & Options

At the Money

An option whose strike is at or nearest to the current price of the underlying.

Test: Strike is equal to, or the listed strike closest to, the current Spot price qualitative
Derivatives, Futures & Options

Backwardation

A condition in which futures prices are below the spot price, and later expiries are priced below nearer ones.

Test: Futures Price < Spot Price, with successively distant contracts priced progressively lower qualitative
Derivatives, Futures & Options

Basis

The difference between a futures price and the spot price of its underlying.

Basis = Futures Price - Spot Price index points
Derivatives, Futures & Options

Bear Put Spread

Buying a put at one strike and writing a put at a lower strike with the same expiry, capping both cost and gain.

Net Debit = Higher Strike Premium - Lower Strike Premium; Maximum Gain = (Strike Difference - Net Debit) x Lot Size
Derivatives, Futures & Options

Black-Scholes Model

A mathematical model that prices European options from the spot price, strike, time to expiry, interest rate and volatility.

Inputs: Spot, Strike, Time to Expiry, Risk-Free Rate, Volatility; output: the theoretical option price
Derivatives, Futures & Options

Bull Call Spread

Buying a call at one strike and writing a call at a higher strike with the same expiry, capping both cost and gain.

Net Debit = Lower Strike Premium - Higher Strike Premium; Maximum Gain = (Strike Difference - Net Debit) x Lot Size
Derivatives, Futures & Options

Butterfly Spread

A three-strike position buying one option at each outer strike and writing two at the middle strike.

Net Debit = Lower Premium + Upper Premium - 2 x Middle Premium; Maximum Gain = (Strike Interval - Net Debit) x Lot Size
Derivatives, Futures & Options

Calendar Spread

Writing an option in a nearer expiry and buying the same strike in a further expiry, or the equivalent in futures.

Net Debit = Far Expiry Premium - Near Expiry Premium, at the same strike
Derivatives, Futures & Options

Call Option

An option giving its buyer the right to buy the underlying at the strike price on or before expiry.

Payoff at expiry for the buyer = max(Spot - Strike, 0) - Premium Paid
Derivatives, Futures & Options

Cash and Carry Arbitrage

Buying the underlying in the cash market while selling its futures, locking in the basis as a return.

Locked-in Return = (Futures Price - Spot Price - Transaction Costs) / Spot Price, annualised over the days to expiry %
Derivatives, Futures & Options

Cash Settlement

Settlement of a derivative by paying the cash difference between the contract price and the final settlement price.

Settlement Amount = (Final Settlement Price - Contract Price) x Lot Size, sign adjusted for the position
Derivatives, Futures & Options

Cash-Secured Put

Writing a put while setting aside enough cash to buy the underlying if assigned.

Cash to Reserve = Strike x Lot Size; Effective Purchase Price if Assigned = Strike - Premium Received
Derivatives, Futures & Options

Collar

Holding shares while buying a protective put and writing a call, funding the protection with the premium received.

Net Cost = Put Premium - Call Premium; Outcome is bounded between (Put Strike - Net Cost) and (Call Strike - Net Cost)
Derivatives, Futures & Options

Contango

A condition in which futures prices are above the spot price, and later expiries are priced above nearer ones.

Test: Futures Price > Spot Price, with successively distant contracts priced progressively higher qualitative
Derivatives, Futures & Options

Contract Value

The notional value of the underlying that one derivative contract controls.

Contract Value = Lot Size x Current Price of the Underlying
Derivatives, Futures & Options

Cost of Carry

The net cost of holding the underlying until a derivative's expiry, comprising financing cost less any income received.

Futures Fair Value = Spot x (1 + Risk-Free Rate x Days to Expiry / 365) - Dividends Expected before Expiry %
Derivatives, Futures & Options

Covered Call

Writing a call option against shares already owned, so the delivery obligation is covered by the holding.

Maximum Gain = (Strike - Purchase Price + Premium) x Lot Size; Break-even = Purchase Price - Premium
Derivatives, Futures & Options

Delta

The rate at which an option's price changes for a one-unit change in the underlying.

Delta = Change in Option Price / Change in Underlying Price; ranges 0 to 1 for calls and 0 to -1 for puts ratio (x, times)
Derivatives, Futures & Options

Derivative

A contract whose value is determined by the price of another asset, called the underlying.

Test: the contract's payoff is defined by reference to the price of a separate asset, rate or index qualitative
Derivatives, Futures & Options

European Option

An option that may be exercised only on its expiry date, not before.

Test: exercise is permitted only at expiry; the holder may still close the position by selling it in the market at any time qualitative
Derivatives, Futures & Options

Expiry Date

The date on which a derivative contract ceases to exist and is settled.

Test: the contract's rights and obligations terminate at the close of the stated expiry day, with settlement at the closing reference price days
Derivatives, Futures & Options

Exposure Margin

An additional margin charged on top of SPAN margin as a buffer against risks the scenario model does not capture.

Exposure Margin = a prescribed percentage of contract value, or a multiple of the underlying's volatility, whichever the exchange specifies