en     ru     jp	Login

Home

News

Library

Newsletters

Event Calendar

Advertise

About

Contact

FAQ

Home        Knowledge Base        Equity Derivatives and Structured Products Glossary        Reversal

Back

Reversal

Search definitions        Search   Reversal To take advantage of mispriced options by creating a synthetic Long futures Position and edging it by selling futures contracts against it. A trader may buy an undervalued call, at the same time selling a fairly valued put and buying a Futures Contract. The same strategy could be applied if the put was undervalued. The ability to undertake this riskless Arbitrage relies on Put-call parity. See also Convergence trade, Put-call parity Posted by  Privatebanking.com     Back     Print     Email

Privatebanking.com Get the attention you always wanted and promote your corporate image and standing by benefiting from our state of the art interactive web presence.           Read more

Ascent Limited Experience The Difference. Ascent Limited provides first class wealth management and family office services. Our private banking team, assembled from a group of highly experienced banking professionals, will provide financial advice tailored to your individual requirements and keep your portfolio in tune with the latest market developments and opportunities.           Read more

Home News Library Newsletters Event Calendar Advertise About Contact FAQ

Privacy Policy     Terms of Service

©	Copyright by PRIVATE BANKING.COM 2002- - All rights reserved.