At the money - Revision history

imported>Doug Williamson: Layout.

2016-07-18T14:23:09Z

Layout.

← Older revision		Revision as of 14:23, 18 July 2016
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	(ATM).		(ATM).


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imported>Doug Williamson: Layout.

2016-05-11T10:27:13Z

Layout.

← Older revision		Revision as of 10:27, 11 May 2016
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	(ATM).		(ATM).


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	An option is at the money when immediate exercise of the option would result in neither a gain nor a loss.		An option is at the money when immediate exercise of the option would result in neither a gain nor a loss.
	This is when the underlying asset price is equal to the strike price of the option.		This is when the underlying asset price is equal to the strike price of the option.


	2.		2.

	A derivative such as a swap is at the money when, for example, the swap rate is equal to the relevant current market rate, so that the net present value of the derivative is Nil.		A derivative such as a swap is at the money when, for example, the swap rate is equal to the relevant current market rate, so that the net present value of the derivative is Nil.


	== See also ==		== See also ==
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	* [[Time value]]		* [[Time value]]

	~~[[Category:Manage_risks]]~~
	[[Category:Manage_risks]]		[[Category:Manage_risks]]
	[[Category:Risk_frameworks]]		[[Category:Risk_frameworks]]

imported>Doug Williamson: Link with Time value page.

2014-06-19T06:49:44Z

Link with Time value page.

← Older revision		Revision as of 06:49, 19 June 2014
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	* [[ATMF]]		* [[ATMF]]
	* [[ATMS]]		* [[ATMS]]
			* [[Time value]]

	[[Category:~~Commodity_Risk~~]]		[[Category:Manage_risks]]
	[[Category:~~FX_Risk~~]]		[[Category:Manage_risks]]
	[[Category:~~Managing_Risk~~]]		[[Category:Risk_frameworks]]

imported>Doug Williamson: Link with new ATMS and ATMF pages.

2014-06-17T16:53:07Z

Link with new ATMS and ATMF pages.

← Older revision		Revision as of 16:53, 17 June 2014
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	* [[Out of the money]]		* [[Out of the money]]
	* [[Swap]]		* [[Swap]]
			* [[ATMF]]
			* [[ATMS]]

			[[Category:Commodity_Risk]]
			[[Category:FX_Risk]]
			[[Category:Managing_Risk]]

imported>Doug Williamson: Spacing

2013-07-29T15:45:00Z

Spacing

← Older revision		Revision as of 15:45, 29 July 2013
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	(ATM).		(ATM).

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	An option is at the money when immediate exercise of the option would result in neither a gain nor a loss.		An option is at the money when immediate exercise of the option would result in neither a gain nor a loss.
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	* [[Out of the money]]		* [[Out of the money]]
	* [[Swap]]		* [[Swap]]

imported>Administrator: CSV import

2012-10-23T14:06:00Z

CSV import

New page

(ATM).
1.
An option is at the money when immediate exercise of the option would result in neither a gain nor a loss.
This is when the underlying asset price is equal to the strike price of the option.

2.
A derivative such as a swap is at the money when, for example, the swap rate is equal to the relevant current market rate, so that the net present value of the derivative is Nil.

== See also ==
* [[In the money]]
* [[Out of the money]]
* [[Swap]]