卖出期权
- put option
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跳跃扩散型重设卖出期权的定价公式
The Valuation Formulas of Reset Put Option with the Jump - diffusion Process
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如果这个机构买入债务证券的卖出期权,显然是进行套作保值。
If this institution bought a put option on a debt security , it would be clearly hedging .
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但其中有6个发生在大萧条(greatdepression)之后,有3个卖出期权的行权价格低于合同溢价的未来价值。
But of these , six followed the great depression and three would have seen a lower payout on the puts than the future value of the premium .
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美国监管文件显示,3月底,管理着约300亿美元资金的Och-Ziff,持有了标准普尔100指数(S&P100)93只成分股的买入和卖出期权,其价值略低于90亿美元。
US filings show Och-Ziff , which manages about $ 30bn , took out put and call options against 93 stocks in the S & P 100 , worth just under $ 9bn at the end of March .
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出售无担保平值买入或卖出期权的行为风险极高。
Selling naked at-the-money call or put options is incredibly risky .
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带有信用风险的重设卖出期权的定价公式
The Valuation Formulas of Reset Put Option with Credit Risk
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期权分为两种基本形式:买入期权和卖出期权。
There are two basic types of options : call and puts .
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股权分置改革对流通股股东补偿问题的研究卖出期权获得股票、立权购股
The Research Of Equity division Reform on the Compensation of Circulated Stockholders ; Writing Puts to Acquire Stock
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期货与期权的组合在套期保值策略中的应用对于卖出期权是指期货价格减去期权金再加上预期的基点。
Hedging Strategy Involving Future and Option Simultaneously ; For puts : futures price - premium + expected basis .
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卖出期权的收支平衡等于执行价减去期权金。也可使期权落空,也可以将期权再卖回给我们。
Put breakeven equals the strike price minus the premium . or he can let the option drop , or indeed he can sell it back to us .
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这些卖出期权只有当合约到期时才能行权,因此到期之前发生的灾难性事件不会导致恶果,而伯克希尔公司永远不需要提供保证金。
The put options are exercisable only at maturity , thus a catastrophic event in the interim would not force a payoff , and Berkshire never has to post collateral .
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过去4周,随着投资者希望从油价大幅下挫中寻求保护,未平仓的12月交货、价格为50美元的卖出期权合约数量增加近30%,至2.71万份。
In the last four weeks , the number of oustanding put options contracts at $ 50 for December has risen almost 30 per cent , to 27,100 contracts , as investors seek protection from tumbling prices .
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在投资者大举购买卖出期权这种合同赋予持有者根据提前约定的价格和日期卖出石油合约的权利之际,现货石油价格本周降至每桶66.2美元的16个月低点。
The strong buying of put options – contracts that give holders the right to sell oil at a predetermined price and date – came as spot oil prices fell this week to a 16-month low of $ 66.2 a barrel .
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史力指出,顶级抵押债权凭证的内在风险与卖出期权十分相似,后者已经在金融市场出现了几十年之久,其风险已被人熟知。
As Mr Sirri points out , the dangers inherent in super senior tranches of CDOs were similar to those in put options , instruments that have been around in financial markets for decades and entail risks that are well understood .
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在最优投资组合保险策略中,我们通过购买保护性的卖出期权、以及采用多份股票与期权联合购买等多种策略,建立了最优策略模型并实现了投资保险的目的。
In the optimal portfolio insurance strategy , we sold through the purchase of protective options , and the use of multiple copies of the joint purchase of stock and options and other strategies , the establishment of the optimal policy model and implements the investment insurance purposes .
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交易商表示,一家生产商曾在场外交易市场向银行卖出认购期权。
Traders say a producer had been selling call options to banks in the over-the-counter market .
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投资者也可以卖出看涨期权(以预定价格购买的权利),但这种操作的风险更高,而且需要抵押。
You could also sell a call option , the right to buy at a set price , but that is riskier and requires collateral .
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投资者在外汇期权市场上用买入或者卖出外汇期权的手段来减少他们在外汇交易中所承担的风险。
Investors in the foreign exchange options market buy or sell foreign exchange options with a means to reduce their foreign exchange risk in the transaction .
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然后,该基金以,比如说,每股2便士的价格卖出这些期权,那么让你可以购买100万股顶点集团股票的期权将花掉你2万英镑。
The fund would then sell these options for , say , 2p per share - so options allowing you to buy 1m Acme shares would cost 20,000 .
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他们将能够卖出看涨期权,这样,如果价格在一个规定期限内达到一个既定水平,他们就必须卖出自己的股票。
They will be able to sell call options , under which they would have to sell their shares if the price reaches a predefined level within a set period .
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随著小报纸的不景气,买断独家采访权的金额也跟著缩减了。对于买入看跌期权的人,等于期权价值减去期权金。对于卖出看跌期权的人,等于期权金减去价值。
As the tabloid have hit on hard times , the cheque of chequebook journalism have shrink . For a long put , equal to the put value minus the premium . For a short put , equal to the premium minus the put value .
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但是中航油却出乎意料地选择了在30美元大量卖出无保护看涨期权,进行投机交易。
CAOSC , however , and surprisingly , heavily sells unprotected call options at US $ 30 for the purpose of speculation .
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期权交易对供电公司购电组合的影响同时,买进期货合同和卖出一个看涨期权的组合,叫做组合卖出看跌期权。
Effects of Options Trade on Purchasing Portfolio for Load Serving Entities ; Also , a combination of a long futures contract and a short call , called a synthetic short put .