Information | |
---|---|
has gloss | eng: In financial mathematics, put-call parity defines a relationship between the price of a call option and a put option—both with the identical strike price and expiry. To derive the put-call parity relationship, the assumption is that the options are not exercised before expiration day, which necessarily applies to European options. Put-call parity can be derived in a manner that is largely model independent. |
lexicalization | eng: Put call parity |
lexicalization | eng: Put-call parity |
lexicalization | eng: Put–call parity |
instance of | c/Finance theories |
Meaning | |
---|---|
French | |
has gloss | fra: La parité put-call (Put-Call Parity) définit une relation entre le prix dun call (option dachat) et celui d'un put (option de vente), qui ont tous deux le meme strike price et la même échéance. La formule suppose que les options ne sont pas exercées avant échéance (dans le cas des options européennees il ne peut en être autrement). |
lexicalization | fra: Parite Put-Call |
lexicalization | fra: Parité Put-Call |
Italian | |
lexicalization | ita: Put-call parity |
Korean | |
has gloss | kor: 풋-콜 패리티(put-call parity)는 동일한 행사가격과 만기를 가진 콜 옵션과 풋 옵션의 가격 사이의 관계로 정의된다. 풋콜 패리티를 유도하기 위해서는, 만기일 전에 권리를 행사할 수 없는 유럽식 옵션이라는 가정이 필요하다. |
lexicalization | kor: 풋-콜 패리티 |
lexicalization | kor: 풋콜 패리티 |
Swedish | |
has gloss | swe: Put-call parity är det engelska uttrycket för ett samband mellan priset på en säljoption (put option) och en köpoption (call option) med samma lösenpris (strike). Put-call parity är oberoende av finansiella modeller och grundas i stället på att det skulle finnas arbitrage-möjligheter ifall optionspriserna avvek från vad sambandet förutsäger. |
lexicalization | swe: Put-call parity |
Lexvo © 2008-2025 Gerard de Melo. Contact Legal Information / Imprint