synthetic call

Synthetic Call

The purchase of an asset combined with the sale of a bond and the purchase of a put option on that asset. The strike price of the put is equal to the face value of the bond. Combined, these investments produce the same effect as buying a call option.

synthetic call

The combination of a commodity and a put option on the commodity with the effect being the same as owning a call option.
Mentioned in ?
References in periodicals archive ?
Also, the AGM approved the guidelines for remuneration for senior executives as well as the principles and scope for a performance share plan with a similar structure as the long-term incentive plans adopted in 2011 to 2015, a new synthetic call option plan based on the underlying value growth in Qliro's subsidiary/business unit Qliro Financial Services, and to transfer own shares to the participants in accordance with the conditions of the plans.
Interesting Strategies For Directional Investors Buy synthetic call, enhance opportunities
Thus, we present a strategy with a synthetic call on Gazprom, which combines participation in growth with the benefits of active management.
Thus, the synthetic call strategy's P&L may be significantly improved, and the cash released could be reinvested elsewhere.
After all, the whole point of the synthetic call is to replicate the economic return from a true option.
If we take the synthetic call to be our normative baseline, then the true call appears to be undertaxed.
Third, and finally, the $2779 (or 28cents per share covered by the options) is only a portion (about 1/5) of the total economic gain on the synthetic call.
The synthetic call option has the following tax items.
To recap, the synthetic call option will produce interest expense plus gain or loss from stock trading, and the synthetic put will produce interest income plus gain or loss from short selling.
Bifurcation of Call Option -- Sum (Not Future Value) of Tax Items Mean Interest Expense on Synthetic Call ($6.
Analysis of Call Option Measured Over 2000 Simulations Mean of Future Value Mean of Sum Difference (Tax-Policy (Current-Law (Current Law Tax Items from Synthetic Call Ideal) Deferral) Less Ideal) Interest Expense ($7.
It uses on-demand passive monitoring and active synthetic call generation, analyzing the QoS of the end-user experience from a centralized location.

Full browser ?