Значение слова "CALENDAR SPREAD" найдено в 3 источниках

CALENDAR SPREAD

найдено в "Financial and business terms"

calendar spread: translation

The purchase of one delivery month of a given futures contract and simultaneous sale of another delivery month of the same commodity on the same exchange. The purchase of either a call or put option and the simultaneous sale of the same type of option with typically the same strike price but with a different expiration month. Chicago Board of Trade glossary

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The sale of an option with a nearby expiration against the purchase of an option with the same strike price, but a more distant expiration. The loss is limited to the net premium paid, while the maximum profit possible depends on the time value of the distant option when the nearby expires. The strategy takes advantage of time value differentials during periods of relatively flat prices. The CENTER ONLINE Futures Glossary

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An option trading strategy that involves buying two calls or two puts on the same underlying, but with different maturity dates. If two call options are used, the spread may be referred to as a calendar call spread. Similarly, if two put options are used, the spread may be described as a calendar put spread. When the exercise price of the two options is the same, the calendar spread is described as a horizontal spread. When the exercise price of the two options is different, the calendar spread is described as a diagonal spread. American Banker Glossary

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Applies to derivative products. A strategy in which there is a simultaneous purchase and sale of options of the same class at the same strike prices, but with different expiration date.Bloomberg Financial Dictionary

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The selling (buying) of a nearby futures, options (put or call), or forward contract and the simultaneous buying ( selling) of a deferred futures or options contract with the same strike price. See futures calendar spread and options calendar spread. Chicago Mercantile Exchange Glossary

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See horizontal spread

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Buying ( selling) the calendar spread involves the simultaneous purchase ( sale) of contract( s) in a near delivery month and the sale ( purchase) of an equal number of contract( s) in a far delivery month of the same futures contract. Exchange Handbook Glossary

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► See Horizontal Spread.

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calendar spread UK US noun [C]

► FINANCE, STOCK MARKET a situation in which an investor enters into option agreements to buy and sell financial assets of the same type and with the same price, but with different dates on which they must be paid for or sold

найдено в "Англо-русском экономическом словаре"

фин., бирж. календарный [горизонтальный, временной\] спред (опционная стратегия, заключающаяся в одновременной покупке и продаже опционов "пут" или опционов "колл" с одной и той же ценой исполнения, но с разными сроками)

Syn:

horizontal spread, time spread

See:

diagonal spread, price spread, option spread, tandem spread

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календарный спред: опционная стратегия, заключающаяся в одновременной покупке и продаже опционов одного класса с разными сроками; если цены исполнения этих опционов равны, то спред называется "горизонтальным"; если цены различны - "диагональным"; инвесторы получают прибыль или несут убытки по мере изменения разницы в ценах;см. bull spread;

diagonal spread;

horizontal spread.

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• календарный спред

• календарный спрэд

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Календарный спрэд

.Опционная стратегия, основанная на одновременной покупке и продаже опционов одного класса, имеющих разные сроки исполнения.Если цены страйк опционов равны, спрэд называется горизонтальным, если цены исполнения различны, спрэд называется диагональным. Позиция создается для получения прибыли в моменты календарных отклонений..Глоссарий по опционам.

найдено в "Investment dictionary"

Calendar Spread: translation

An options or futures spread established by simultaneously entering a long and short position on the same underlying asset but with different delivery months. Sometimes referred to as an interdelivery, intramarket, time or horizontal spread.

An example of a calendar spread would be going long on a crude oil futures contract with delivery next month and going short on a crude oil futures contract whose delivery is in six months.

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