Yield spread

 

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Yield spread

The difference in yield between different security issues usually securities of different credit quality.



Yield spread

Similar Matches

Box spread

Box spread

A type of option arbitrage in which both a bull spread and a bear spread are established for a near-riskless position. One spread is established using put options and the other is established using calls. The spread may both be debit spreads (call bull spread vs. put bear spread) or both credit spreads (call bear spread vs. put bull spread). Break-Even Point--the stock price (or prices) at which a particular strategy neither makes nor loses money. It generally pertains to the result at the expiration date of the options involved in the strategy. A "dynamic" break-even point is one that changes as time passes.


Credit spread

Credit spread

Applies to derivative products. Difference in the value of two options, when the value of the one sold exceeds the value of the one bought. One sells a "credit spread." Antithesis of a debit spread Related: Quality spread.


Box spread

Box spread

A four-sided option spread that involves a long call and a short put at one strike price as well as a short call and a long put at another strike price. Example: buying 1 XYZ May 60 call, and writing 1 XYZ May 65 call; simultaneously buying 1 XYZ May 65 put, and writing 1 May 60 put.


Spread strategy

Spread strategy

A strategy that involves a position in one or more options so that the cost of buying an option is funded entirely or in part by selling another option in the same underlying. Also called spreading.


Time spread strategy

Time spread strategy

Buying and selling puts and calls with the same exercise price but different expiration dates, and trying to profit from the different premiums of the options.


Further Suggestions

Option spread
condor spread
Selling the spread
Intermarket sector spread
bid offer spread
Relative yield spread
Ratio Spread
Perpendicular spread
Interdelivery spread
bear call spread
bid/offer spread
Generic credit spread
Intercommodity spread
call spread
NOB spread
Delta Spread
Debit spread
Bid/ask spread
Vertical spread
Horizontal spread
spread betting
bear put spread
Underwriting spread
Bull spread
diagonal spread


 
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