Значение слова "BOX SPREAD" найдено в 4 источниках

BOX SPREAD

найдено в "Financial and business terms"
box spread: translation

This strategy refers to a type of option arbitrage in which both a bull spread and a bear spread are implemented for an almost-riskless position. One spread is implemented using put options and the other is implemented with calls. The spreads may both be debit spreads ( call bull spread vs. put bear spread) or both credit spreads (call bear spread vs. put bull spread). Bloomberg Financial Dictionary


найдено в "Investment dictionary"
Box Spread: translation

A dual option position involving a bull and bear spread with identical expiry dates. This investment strategy provides for minimal risk. Additionally, it can lead to an arbitrage position as an investor attempts to lock in a small return at expiry.

A box spread is a complicated strategy for the more advanced options trader. The purpose of this investment is to locate and exploit the discrepancies within the market prices of option contracts.


найдено в "Финансах - оксфордском толковом словаре"
Комбинация опционов (options) “колл” и “пут” с одинаковой ценой исполнения.
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