synthetic long put

synthetic long put
A long put position created synthetically by the sale of the future or underlying and the purchase of a call option. Dresdner Kleinwort Wasserstein financial glossary

Financial and business terms. 2012.

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  • synthetic long — A long futures position synthetically created by the purchase of a call option and the sale of a put option with the same strike price and expiry date, and on the same underlying asset. Dresdner Kleinwort Wasserstein financial glossary …   Financial and business terms

  • synthetic long call — A long call option position created synthetically by the purchase of the future or underlying and the purchase of a put option. Dresdner Kleinwort Wasserstein financial glossary …   Financial and business terms

  • synthetic put option — A combination of a short futures contract and a long call, called a synthetic long put. Also, a combination of a long futures contract and a short call, called a synthetic short put. Chicago Mercantile Exchange Glossary …   Financial and business terms

  • synthetic — A derivative position which is created synthetically by using other derivative contracts. For example, the creation of a synthetic long future by the purchase of a call option and the sale of a put option with the same exercise price and expiry… …   Financial and business terms

  • synthetic stock — 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 synthetic short stock. Bloomberg Financial Dictionary …   Financial and business terms

  • synthetic call option — A combination of a long futures contract and a long put, called a synthetic long call. Also, a combination of a short futures contract and a short put, called a synthetic short call. Chicago Mercantile Exchange Glossary …   Financial and business terms

  • Synthetic Futures Contract — A position created by combining call and put options for the purpose of mimicking the payout schedule and characteristics of a futures contract. A synthetic long futures contract is created by combining long calls and short puts. A synthetic… …   Investment dictionary

  • synthetic futures — A combination of a put and a call with the same strike price, in which both are bullish, called synthetic long futures. Also, a combination of a put and a call with the same strike price, in which both are bearish, called synthetic short futures …   Financial and business terms

  • Synthetic options position — In finance, a synthetic underlying position is one that synthetically duplicates the payoff of a long underlying position with a long call and short put at the same strike and expiration. For example, a position which is long a 60 strike call and …   Wikipedia

  • Synthetic diamond — Synthetic diamonds of various colors grown by the high pressure high temperature technique Synthetic diamond is diamond produced in a technological process; as opposed to natural diamond, which is created in geological processes. Synthetic… …   Wikipedia

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