internal option value

internal option value
  1. внутренняя стоимость опциона

 

внутренняя стоимость опциона
Разница между текущей рыночной ценой и исполнительной ценой опциона. Для опциона «колл» - превышение рыночной стоимости данных товаров, ценных бумаг и др. над ценой исполнения на момент исполнения этого опциона, для опциона «пут» - превышение цены исполнения опциона на данные товары, ценные бумаги и др. над их рыночной стоимостью на момент исполнения этого опциона. В.с.о. равна сумме, которую может получить владелец опциона при его исполнении.
[ОАО РАО "ЕЭС России" СТО 17330282.27.010.001-2008]

Тематики

  • экономика

EN

  • internal option value


Англо-русский словарь нормативно-технической терминологии. . 2015.

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Смотреть что такое "internal option value" в других словарях:

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