- synthetic short call
- A short call option position created synthetically by the sale of the future or underlying and the sale of a put option. Dresdner Kleinwort Wasserstein financial glossary
Financial and business terms. 2012.
synthetic short call
Look at other dictionaries:
synthetic short — A short futures position synthetically created by the purchase of a put option and the sale of a call 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 short put — A short put position created synthetically by the purchase of the future or underlying and the sale of a call option. Dresdner Kleinwort Wasserstein financial glossary … 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 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 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 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 position — A hedging strategy combining futures and futures options for price protection and increased profit potential; for example, by buying a put option and selling (writing) a call option, a trader can construct a position that is similar to a short… … 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 Put — A trading strategy that combines the short sale of a security with a long call position on the same security. Synthetic put combination is to effectively create a synthetic put position that has almost the same risk reward attributes as a… … Investment dictionary
