ONTOLOGY EXPLORER
compound option
<https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/ExoticOptions/CompoundOption>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "compound option"@en |
| subClassOf | ExoticOption |
| subClassOf | _:c14n79 |
| definition | "exotic option for which the underlying asset is another option"@en |
| example | "For example, assume an investor wants to buy a put to sell 100 shares of stock at $50. The stock is currently trading at $55. The investor could buy a Call-Put, which allows them to buy a call now, for say $1 per share ($100), which will allow them to buy a put with a $50 strike in the future. They pay the $1 per share now, but only need to pay the fee for the second option if they exercise the first resulting in them receiving the second option."@en |
| explanatoryNote | "Therefore, there are two strike prices and two exercise dates. They are available for any combination of calls and puts. For example, a put where the underlying is a call option or a call where the underlying is a put option. The underlying is the second option, while the initial option is called the overlying. If the compound option is exercised, there are two premiums."@en |
| synonym | "split-fee options"@en |
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