neutral spread

neutral spread
нейтральный спред
Инвестиционная стратегия, обусловленная тем, что при снижении цены ценной бумаги нельзя терять больше, чем сумма комиссионных издержек. Это вызывает покупку опциона "колл" на акции на определенный период времени и продажу двух опционов "колл" на аналогичные акции на тот же период времени, но по более высокой цене использования опциона. Идея состоит в выборе акций, опционы которых по высокой цене использования продаются по цене или премии, составляющей примерно половину цены покупки опциона. Прямые издержки и являются комиссионными по сделке. Синоним терминов ratio bull spread (пропорциональный "бычий" спред), twofer ("туфер").

Англо-русский словарь по инвестициям. 2014.

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Смотреть что такое "neutral spread" в других словарях:

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  • international relations — a branch of political science dealing with the relations between nations. [1970 75] * * * Study of the relations of states with each other and with international organizations and certain subnational entities (e.g., bureaucracies and political… …   Universalium


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