Spread-Position

In the case of an option transaction, the simultaneous purchase and sale of option contracts with different exercise prices and/or different expiration dates. In the case of financial futures, the simultaneous purchase and sale of futures contracts with different maturity dates or underlying instruments.

Literatur:

Bloss, Michael; Ernst, Dietmar; Häcker, Joachim: Derivatives, 283 Seiten, 2008
[Dieser Titel bei Oldenbourg]