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Translations for „put-call“ in the English » German Dictionary (Go to German » English)

put-call parity N FINMKT

Specialized Vocabulary

put-call parity (feste Preisrelation zwischen europäischen Puts und Calls mit gleichem Basispreis und gleicher Fälligkeit)

Put-Call-Parität f

Monolingual examples (not verified by PONS Editors)

English

Note that to maintain put-call parity, a 20 delta put must have the same implied volatility as an 80 delta call. en.wikipedia.org

There are many pricing models in use, although all essentially incorporate the concepts of rational pricing, moneyness, option time value and put-call parity. en.wikipedia.org

Because of put-call parity, a bull spread can be constructed using either put options or call options. en.wikipedia.org

This is true because put-call parity posits a risk neutral equivalence relationship between a call, a put and some amount of the underlier. en.wikipedia.org

We will derive the put-call parity relation by creating two portfolios with the same payoffs (static replication) and invoking the above principle (rational pricing). en.wikipedia.org

The most frequent nontrivial example of no-arbitrage bounds is put-call parity for option prices. en.wikipedia.org

Because of put-call parity, a bear spread can be constructed using either put options or call options. en.wikipedia.org

In-out parity is the barrier option's answer to put-call parity. en.wikipedia.org

This relationship is known as put-call parity and offers insights for financial theory. en.wikipedia.org

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