Darren Krett
Monday 19 December 2022
W-X
0
Comments (0)
Categories
Glossary
Learning
REVALUATION: A change in the relationship between the price of an option (or a spread) and its' theoretical value. In other words, a change in the 'edge' of the position. REVERSE CONVERSION: More commonly called a reversal, it is a neutral spread consisting of short actual underlying and long synthetic underlying.
RHO: The sensitivity of the option to a change in interest rates. Normally this is expressed for a one-percent change in interest rates.
RISK: Exposure to uncertainty.
RISK-FREE RATE: A theoretical interest rate at which an investment may earn interest without incurring any risk.
ROLLING OUT: Substituting a call option of the same class and strike price, but with a later expiration.
ROLLING UP: Substituting a call option of the same class and expiration, but with a higher strike price (a lower strike price in the case of puts).
Darren Krett
Monday 19 December 2022
0
Comments (0)
Darren Krett
Monday 19 December 2022
0
Comments (0)
Get ahead of the wave and sign up to our socials to get access to exclusive offers, videos, tutorials and latest news.
© 2015 - 2024 Leviathan Financial Management LLC. All Rights Reserved.
Legal Disclaimer: The information provided in the Leviathan website is for informational purposes only. It should not be considered legal or financial advice. You should consult with a financial advisor professional to determine what may be best for your individual needs. Leviathan Financial Management does not make any guarantee or other promise as to any results that may be obtained from using our content. No one should make any investment decision without first consulting his or her own financial advisor and conducting his or her own research and due diligence. To the maximum extent permitted by law, Leviathan Financial Management disclaims any and all liability in the event any information, commentary, analysis, opinions, advice and/or recommendations prove to be inaccurate, incomplete or unreliable, or result in any investment or other losses. Content contained on or made available through the website is not intended to and does not constitute legal advice or investment advice. Your use of the information on the website or materials linked from the Web is at your own risk.