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risk reversal spread

German translation: Risk Reversal Spread

GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
English term or phrase:risk reversal spread
German translation:Risk Reversal Spread
Entered by: Silke Blumbach

10:57 Oct 12, 2008
English to German translations [PRO]
Bus/Financial - Investment / Securities
English term or phrase: risk reversal spread
According to Black-Scholes, the purchase and sale of Options with similar deltas (and so out-of-the-money forward to the same extent) should be zero cost.
In practice, the market favours one side over the other.
In the simplest case, the implied volatility of out-of-the-money puts and calls of the same strike price and maturity date are different, and the extra cost of the favoured side is commonly known as the risk reversal spread.
Silke Blumbach
Germany
Local time: 11:56
Risko Umkehr Verfahren
Explanation:
eine ziemlich dämliche Übersetzung, ich weiss, aber ich würde den englischen Fachausdruck unbedingt belassen und die Übersetzung in Klammern hinzufügen
Selected response from:

Rolf Keiser
Switzerland
Local time: 11:56
Grading comment
1 KudoZ points were awarded for this answer



Summary of answers provided
4 +1Wert des Reversal-Spreads
Ralf Lemster
3 -1Risko Umkehr Verfahren
Rolf Keiser


Discussion entries: 1





  

Answers


34 mins   confidence: Answerer confidence 3/5Answerer confidence 3/5 peer agreement (net): -1
Risko Umkehr Verfahren


Explanation:
eine ziemlich dämliche Übersetzung, ich weiss, aber ich würde den englischen Fachausdruck unbedingt belassen und die Übersetzung in Klammern hinzufügen

Rolf Keiser
Switzerland
Local time: 11:56
Native speaker of: Native in EnglishEnglish, Native in GermanGerman
PRO pts in category: 51
Notes to answerer
Asker: Wenn, dann müsste es schon "Risiko-Umkehr-Verfahren" oder "Risikoumkehrverfahren" heißen.


Peer comments on this answer (and responses from the answerer)
disagree  Ralf Lemster: Das wird leider kein fachkundiger Leser verstehen - das Konzept wird auch im Deutschen als "Reversal" bezeichnet.
5 hrs
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6 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5 peer agreement (net): +1
Wert des Reversal-Spreads


Explanation:
Die Arbitragestrategien zwischen Calls und Puts mit gleichem Basispreis und gleicher Laufzeit und dem Basiswert werden als "Conversion" und "Reversal" bezeichnet - auch in der deutschen Fachsprache.


    Reference: http://www.eurexchange.com/documents/glossary_de.html?id=Rev...
    Reference: http://www.eurexchange.com/documents/glossary_de.html?id=Con...
Ralf Lemster
Germany
Local time: 11:56
Specializes in field
Native speaker of: German
PRO pts in category: 1620

Peer comments on this answer (and responses from the answerer)
agree  Kristin Sobania (X)
16 hrs
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