C

1 Calendar Spread

A position that is created by taking a long position in a call option that matures at one time and a short position at a different time. (A calendar spread can also be created using put options.)

2 Calibration

Method for implying a model’s parameters from the prices of actively traded options.

3 Call

A call is an option to purchase a fixed number of shares of common stock. It is a right instead of an obligation. Calls can be either buy a call or write a call.

4 Call Deferment Periods

[See Callable bonds]

5 Call Loan

A call loan is a loan contract which enables the lender (e.g., the bank) to request repayment of loan in the contract period. For example, most broker loans to investment banks are callable within 24 hours notice.

6 Call Money Rate

It is the rate charged by brokers for the use of margin in common-stock accounts.

7 Call Option

A call option gives the holder the right to buy a particular number of shares of a designated common stock at a specified price,...