Range

An Option or Warrant whereby the holder receives a fixed amount for each pre-defined date throughout the Life when the Spot Price of the Underlying lies within a certain range.

Ratchet Option

See Cliquet Option.

Realized Volatility

See Historical Volatility.

Redemption Amount

The Redemption Amount of a Structured Investment or Warrant is the return that an investor receives should the Option within the investment be exercised or should any bond or fixed income asset within the Structured Investment generate a return for that investor.

Return

See Redemption Amount.

Rho

A measure of the change in value of a Warrant or Option for a change in the value of the prevailing interest rate.

 

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