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Glossary

Active investment instrument
Additional features
Agio
American-style option
Arbitrage
Asian option
Ask
Ask
Asset allocation
At best (market order)
At the money
Backtesting
Backwardation
Barrier breach
Barrier option
Basis
Basket
Basket option
Bear market
Bear market rally
Benchmark
Bid
Bid
Bid-Ask Spread
Binary option
Binomial model
Black-Scholes model
Bond
Bond floor
Bonus level
Break-even
Break-even
Brokerage
Bull market
Butterfly
Call option
Cap
Capital protection level
Cash settlement
Clearing and settlement
Closing price
Commodities
Composite
Contango
Correlation
COSI
Counterparty risk
Coupon
Coupon at risk
Covered call writing
Credit spread
Creditworthiness
Currency swap
Delta
Delta hedging
Derivative
Derivatives exchange
Difference to barrier
Discount
Diversification
Down and in call
Down and in put
Down and out call
Down and out put
Duration
Dynamic strategies
Effective leverage
Effekten
Emerging markets
ETSF
EUREX
EURIBOR
European knock-in (barrier)
European-style option
EUSIPA
Euwax
Exchange ratio
Exchange traded commodities (ETCs)
Exchange traded funds (ETFs)
Exchange traded notes (ETNs)
Exercise rights
Exotic option
Exposure
Fair value
Fair value gap
Fill or kill
FINMA
Floor
Fluctuating trigger
Forward
Forward transaction
Fund
Funding
Futures
Gamma
Gearing
Greeks
Growth factor
Hard call
Hedge fund
Hedging
Historical volatility
Implied volatility
In the money
Initial fixing
Institutional investor
Intrinsic value
ISIN code
Issue
Issuer
Issuer risk
IUP (Intérêt unique prédominant)
Knock-out
Lead manager
Leverage (omega)
LIBOR
Limited order
Liquidity
Listing
Lock-in
Lookback
Low exercise price option (LEPO)
Market capitalisation
Market maker
Market risk
Maturity date
Maximum repayment
Maximum yield in%
MiFID
Mispricing
Modified differential taxation
Momentum strategy
Money market
Moneyness
Monte Carlo method
Net asset value (NAV)
New issue
Nominal value
Option
OTC (over the counter)
Out of the money
Par
Participation
Passive investment instrument
Payoff diagram
Performance
Performance index
Physical delivery
Plain vanilla
Premium
Present value
Price index
Primary market
Product name
Product type
Proprietary trading
Protective put
Put-call parity
Quanto
Quote
Rating
Ratio
Recovery
Repayment
Rho
Risk averse
Risk buffer
Risk profile
Risk-free interest rate
Rule-based strategy
Safety buffer
Scoach
Secondary market
Securities number
Selling short
Short position
Sideways yield
Simplified prospectus
Soft call
Special assets
Spot price
SSPA category
Standard deviation
Straddle
Strangle
Strike
Strike
Structured product
Subscription period
Subtype
Swap
Synthetic hedge
Term sheet
Theoretical value
Theta
Time value
Trading currency
Trigger (event)
Underlying
Up and in call/put
Up and out call/put
Value at risk (VaR)
Vega
Volatility
Withholding tax
Zero Bond
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