平价期权
- 网络at the money;at-the-money;at-the-money option
平价期权
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在波动的市场上,买入或卖出日元的一个月平价期权引申波幅飙升逾30%。
Implied volatility on one-month at-the-money options to buy or sell yen jumped by more than 30 per cent in the volatile markets .
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通常金融界采用平价期权的隐含波动率作为实际波动率,但这与市场的实际情况有较大偏差。
The finance circles usually use implied volatilities of the at-the-time options as the real ones which has a big deviation with the reality .
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在此理论基础上,平价期权比折价、溢价期权更能体现期权的激励效果,而且在股票市场大幅低于执行价格时,再定价对双方都是有利的。
On the base of this theory , at the money option is better than premium and discounted options ; if the stock price below the exercise price , option price is benefit for company and executive .