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7
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0answers
189 views

Max option leverage strike

Since options represent leveraged stock investments, at which strike $K$ does a European option provide maximum leverage? Hereby define leverage $L$ as ratio of Delta/Optionprice: ...
2
votes
0answers
64 views

Why do leveraged and inverse leveraged WTI ETNs have this price relationship?

UWTI: 3x leveraged exposure to WTI DWTI: 3x leveraged inverse exposure to WTI The inverse relationship between these two symbols seems to trend toward the origin on a log-log plot (using log base ...
1
vote
0answers
37 views

Collateralized Loan Obligation - reliable source of information

Can someone provide me with some reliable source of information about CLOs? Especially some scientific articles etc. Google or wiki are good for starters and I would like to get some examples, ...
0
votes
0answers
10 views

How to devaluate a leveraged asset as a result of interest increase on the cost of debt

I'd like to calculate the devaluation of a leveraged asset as a result of an interest rate increase. By definition, a leveraged asset has a debt at a given interest rate, an amortization schedule, ...
0
votes
0answers
16 views

Leveraged ETFs Holding Period; Compare LETF with DITM

Why the "standard recommendation" is that LETFs are only for short periods (< 1 day) while their performance charts indicate that the leveraging is retained once the period EXCEEDs several days? ...