Hybrydowa opcja collar – analiza własności
Hybrid options collar – the analysis of properties

Summary/Abstract: High volatility of market conditions accounts for the increase in the risk of running a business. Consequently, in times of financial markets globalization, risk management is vital to corporate value management, which improves financial results of a company. Derivatives have a particular meaning in risk management. The article presents the issues connected with hybrid options collar: payoff function, pricing model, the influence of selected factors on the option price and the value of Greek coefficients (delta, gamma, vega, theta, rho). The empirical data included in the article are concerned with the pricing simulations of the options on EUR/PLN. The aim of the article is to present the properties of hybrid options collar.

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