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Ratio Calendar Combination |
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Ratio Calendar CombinationA strategy consisting of a simultaneous position of a ratio calendar spread using "calls" and a similar position using puts, where the striking price of the "calls" is greater that the striking price of the "puts".Ratio Calendar Combination Similar MatchesCombination matchingCombination matchingAlso called horizon-matching, a variation of multiperiod immunization and cash flow-matching in which a portfolio is created that is always duration-matched and also cash-matched in the first few years. Combination strategyCombination strategyA strategy in which a put and call with the same strike price and expiration are either both bought or both sold. Related: Straddle CombinationCombinationApplies to derivative products. Arrangement of options involving two long or two short positions with different expiration dates or strike (exercise) prices. See: Straddle. Calendar Straddle or CombinationCalendar Straddle or CombinationSee Calendar Spread. Covered combinationCovered combinationA strategy in which one call and one put with the same expiration, but different strike prices, are written against each 100 shares of the underlying stock. Example: writing 1 XYZ Jun 50 call and 1 XYZ Jun 55 put, and buying 100 shares of XYZ stock. In actuality, this is not a fully 'covered' strategy because assignment on the short put would require purchase of additional stock. Further SuggestionsCombination bondBusiness combination Combination annuity combination Combination order |
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