What is a Futures-Equivalent? A Comprehensive Legal Overview

Definition & Meaning

The term futures-equivalent refers to an option contract that has been adjusted based on a specific risk factor, known as the delta coefficient. This coefficient is calculated at the end of each trading day and published by the relevant exchange. Essentially, the futures-equivalent helps traders understand how an option's price may change in relation to the underlying asset's price movements, allowing for more informed trading decisions.

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Real-world examples

Here are a couple of examples of abatement:

For instance, if a trader holds an option on a commodity and the delta coefficient indicates a significant change in value, they may adjust their trading strategy accordingly. This adjustment helps them manage potential risks associated with price fluctuations in the underlying asset. (hypothetical example)

Comparison with related terms

Term Definition Key Differences
Option Contract A financial agreement that gives the buyer the right, but not the obligation, to buy or sell an asset. Futures-equivalent specifically adjusts for risk factors, while a standard option contract does not.
Delta Coefficient A measure of how much an option's price is expected to change when the price of the underlying asset changes. Delta coefficient is a component used to determine futures-equivalent, but it is not a standalone term.

What to do if this term applies to you

If you are involved in trading options and need to understand how futures-equivalent applies to your strategy, consider reviewing your trading agreements and risk management practices. You can explore US Legal Forms for templates that may assist you in drafting or managing your options contracts. If your situation is complex, seeking advice from a financial or legal professional is recommended.

Quick facts

Attribute Details
Definition An option contract adjusted by the delta coefficient.
Relevance Used in options trading and risk management.
Calculation Performed at the end of trading day.

Key takeaways

Frequently asked questions

The delta coefficient measures how much an option's price is expected to change in relation to the price change of the underlying asset.