adjusted exercise price

скорректированная цена исполнения
При опционных контрактах типа "пут" и "колл" на сертификаты "Джинни Мэй" корректировка цены защищает интересы инвесторов и населения, гарантируя, что торговля всеми контрактами ведется честно, и окончательная цена исполнения опциона будет изменяться с учетом купонных ставок по всем закладным "Джинни Мэй".

Англо-русский словарь по инвестициям. 2014.

Смотреть что такое "adjusted exercise price" в других словарях:

  • Adjusted Exercise Price — 1. An option s strike price after adjustments have been made for stock splits to its underlying security. 2. A term used to describe the strike prices for options written on Ginnie Mae pass through certificates. 1. Anytime changes occur on… …   Investment dictionary

  • adjusted exercise price — Term used in options on Ginnie Mae ( Government National Mortgage Association) contracts. The final exercise price of the option accounts for the coupon rates carried on Ginnie Mae mortgages. For example, if the standard GNMA mortgage has an 9%… …   Financial and business terms

  • nominal exercise price — The exercise price of a GNMA option contract, which equals the unpaid principal balance multiplied by the adjusted exercise price. Bloomberg Financial Dictionary …   Financial and business terms

  • price — A fixed value of something. Prices are usually expressed in monetary terms. In a free market, prices are set as a result of the interaction of supply and demand in a market; when demand for a product increases and supply remains constant, the… …   Financial and business terms

  • Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied …   Wikipedia

  • Option adjusted spread — (OAS) is the flat spread over the treasury yield curve required to discount a security payment to match its market price. This concept can be applied to mortgage backed security (MBS), Options, Bonds and any other interest rate… …   Wikipedia

  • номинальная цена исполнения — Цена исполнения (exerciseprice) (цена страйк ) опционного контракта на акции Государственной национальной ипотечной ассоциации (Government National Mortgage Association, GNMA или Cinnie Мае), полученная путем умножения неоплаченного остатка… …   Финансово-инвестиционный толковый словарь

  • Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income …   Wikipedia

  • Horse tack — Tack is a term used to describe any of the various equipment and accessories worn by horses in the course of their use as domesticated animals. Saddles, stirrups, bridles, halters, reins, bits, harnesses, martingales, and breastplates are all… …   Wikipedia

  • Taxable income — is the portion of income that is the subject of taxation according to the laws that determine what is income and the taxation rate for that income. Generally, taxable income refers to an individual s (or corporation s) gross income, adjusted for… …   Wikipedia

  • payout formula — The payout formula for a warrant calculates the expiry value of the warrant. This amount is equal to the difference, if positive, between the Exercise Price of the warrant and the Expiry Price of the underlying. This amount may need to be… …   Financial and business terms

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