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Variable ratio write
| Глоссарий экономических терминов |
An option strategy in which the investor owns 100 shares of the underlying security and writes two call options against it, each option having a different striking price.
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Underlying, английский
- A исходный, лежащий в основе; глубинный form, structure, word underspecification n грамматическая неправиль- ность; несоответствие грамматическим пра- вилам (ант. licensing)
- What supports the security or instrument that parties agree to exchange in a derivative contract.
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Synthetic stock, английский
An option strategy that is equivalent to the underlying stock. a long call and a short put is synthetic long stock. a long put and a short call is sythetic short stock.
Covered straddle, английский
An option strategy in which one call and one put with the same strike price and expiration are written against 100 shares of the underlying stock. in actually, this is not a "covered" strategy because assignment on the short put would require purchase of stock on margin. this method is also known as a covered combination.
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