at-the-money spot

at-the-money spot
фин., бирж. "при своих по спотовой цене"* (об опционе с ценой исполнения, равной текущей спотовой цене базового актива)

a series of three annual at-the-money spot calls — серия из трех годовых опционов "колл" при своих по спотовой цене

See:

Англо-русский экономический словарь.

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