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Quantitative Finance · Glossaire

Qu'est-ce que « Call, put, strike, expiry, premium » ?

Aussi appelé : call option · strike price · expiry · put option · option premium

Definition 23.1 Markets I: The Ecosystem and Exchange-Traded Markets · Chapitre 23 — Option Contracts and the Options Exchanges

A call option gives its holder the right, and not the obligation, to buy the underlying at a fixed strike price on or before an expiry date; a put option gives the right to sell. The price paid for the option is its option premium. The seller, or writer, receives the premium and bears the obligation.

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