路透金融词典 词汇分类
词汇分类
金融 | 缩略语 | 债券 | 风险投资和新股发行 | 技术分析 | 外汇 | 股票 | 基金 | 期货期权 | 财务税收
FCM CFTC认可的期货期权经纪商
英文Futures Commission Merchant的缩写，指经美国商品期货交易委员会(CFT ...
Futures Commission Merchant. An individual or legal entity who is registered with the Commodity Futures Trading Commission in the USA to ...
Vega Vega值
量度期权标的资产价格波动率的变动如何影响期权价值的指标。
The measure of change in the value of the option compared with a change in volatility.
Theta θ值
量度期权价值如何随着期权有效期的缩减而变动的指标。期权的价值会随着时间过去——即期权日益接近到期日而 ...
A measure of change in the value of an option compared with the continuous decrease in time to expiry. Also known ...
Lambda λ值
指量度期权杠杆水平的一个比率,显示标的资产的价格每变动一个百分点,可导致期权价格变动的百分比. 标的 ...
The measurement of the leverage of an option, showing the relationship between a percentage change in the price of the underlying ...
Triple Witching 三巫同时显灵(日)
指股价指数期货合约、股价指数期权及个股期权同时到期。这种情形每季发生一次，常令股市的波动性显着升高， ...
The simultaneous expiry of stock index futures contracts, of stock index options and of options on individual stocks. Occurs every quarter ...
Up and Out 上涨失效期权
一种触碰失效期权(knockout option)，在标的资产市价升至约定水平时即失效的期权。
A knockout option that is cancelled when the price of the underlying instrument or commodity rises above a pre-determined level.
Up and In 上涨生效期权
一种触碰生效期权，在标的资产市价升至约定水平时才生效的期权。
A trigger option that is activated when the price of the underlying instrument or commodity rises to a pre-determined level.
Upstream 上游产业
就石油及天然气产业而言，是指原油和天然气的勘探和生产，相对于石油产品的提炼和销售等下游产业。
Exploration for and production of crude oil and gas, in contrast with the downstream refining and marketing of oil products.
Down and Out 下跌即撤销的期权
一种界限期权(barrier option)，在标的资产价格跌破预先约定的水平后失效。
A knockout option that is cancelled when the price of the underlying instrument falls below a predetermined level. A type of ...