Spot–future parity (or spot-futures parity) is a parity condition whereby, if an asset can be purchased today and held until the exercise of a futures...

calls and puts must be identical. Spot-future parity Vinzenz Bronzin Noël, Martin (17 May 2017). "Call Put Parity: How to Transform Your Positions"....

uncovered interest rate parity hold, they expose a relationship suggesting that the forward rate is an unbiased predictor of the future spot rate. This relationship...

Covered interest arbitrage Demurrage currency Endaka Interest rate parity Spot-future parity Carry, SSRN, April 2014 Maturity-transformation: http://www.macroresilience...

expected future value of the underlying discounted at the risk free rate (the "asset with a known future-price", as above); see Spot–future parity. Thus...

Carry (investment) Carrying charge Interest rate parity Covered interest arbitrage Spot-future parity Contango Demurrage currency Managed Futures Archived...

hedging purposes. The forward exchange rate is determined by a parity relationship among the spot exchange rate and differences in interest rates between two...

profits arises from the reality that the interest rate parity condition does not constantly hold. When spot and forward exchange rate markets are not in a state...

exchange rate is based on the spot exchange rate, which is represented by the "premium", "discount", and "parity" of the spot exchange rate. According to...

interest rate parity yields the equation for unbiasedness hypothesis, where the forward exchange rate is an unbiased predictor of the future spot exchange...

("tradeables"), spot–forward parity provides the link between the spot market and the forward market. It describes the relationship between the spot and forward...

selling an appropriate forward contract. This equivalence is called "put-call parity". Put options are most commonly used in the stock market to protect against...

rate regime, including: International parity conditions: Relative purchasing power parity, interest rate parity, Domestic Fisher effect, International...

ACME current price $10 dividend 5% Future contract (1 year)=10-(0.05*10)+(0.02*10)= $9.7 Turbo CALL 1 year parity 1:1 strike at $9 and bid-ask prices:0...

transactions in the interim. The relationship between spot and forward is known as the interest rate parity, which states that F = S ( 1 + r d ⋅ T 1 + r f ⋅...

to earn profits arises from the reality that the uncovered interest rate parity condition does not constantly hold—that is, the interest rate on investments...

debated. This can delay cost parity. The weight of the electric vehicle battery is the limiting factor to reach range parity. Diesel and gasoline have more...

price of (X + a) where X = the spot price (i.e. current market price of underlying) and a > 0. Using put–call parity a long butterfly can also be created...

{T-t}}\\\end{aligned}}} The price of a corresponding put option based on put–call parity with discount factor e − r ( T − t ) {\displaystyle e^{-r(T-t)}} is: P (...

has borrowed a certain amount of money and promises to repay it in the future under specific terms. Corporate debt instruments with maturity shorter than...

contributes to differentiation in a visually cluttered marketplace. Brand parity is the perception of customers that some brands are equivalent. This means...

potential obstacle from the IOC's current policy of gender parity, as men's netball is not at parity with women's netball in terms of participation and prominence...

several spot cargo deals especially in East Asia, oil parity approached the full oil parity or even exceeded oil parity. In January 2016, the spot LNG price...

Basis trading is a financial strategy involving offsetting positions in a spot (cash) asset and a related derivative—most commonly a futures contract –...

World Cup, a change that was announced in October 2023 to promote gender parity. The defending champions are South Africa, who beat New Zealand in the 2023...

Only in one instance, between episodes 194 and 195, was there actually parity between the DVD release and the actual broadcast sequence in terms of the...

exchange rate was undervalued by as much as 37.5% against its purchasing power parity. However, more recently, appreciation actions by the Chinese government...

Pricing concepts: Basis of futures, the value differential between a future and the spot price Basis (options), the value differential between a call option...

the payoffs from selling a put. This relationship is known as put–call parity and offers insights for financial theory. A benchmark index for the performance...

significantly above grid parity, to allow the industry to achieve the economies of scale necessary to reach grid parity. Since reaching grid parity, some policies...