RATIO WRITE BACK-SPREAD

Domain	Definition
Finance	Ratio write established by buying options with the same type, the same striking price and the same expiration date and selling short / buying a smaller amount of the underlying asset. Source: European Union. (references)
	A ratio write established by buying options with the same type, the same striking price and the same expiration date and selling short/buying a smaller amount of the underlying asset. Source: European Union. (references)
Source: compiled by the editor from various references; see credits.

Modern Translation: RATIO WRITE BACK-SPREAD

Language		Translations for "RATIO WRITE BACK-SPREAD"; alternative meanings/domain in parentheses.
French		reverse ratio write (reverse ratio write). (various references)

German		Reverse Ratio Write (artificial straddle, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle), Reverse Hedge (artificial straddle, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle). (various references)

Italian		reverse hedge (artificial straddle, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle), simulated straddle (artificial straddle, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle). (various references)

Pig Latin		atioray itewray ack-spreadbay
Source: compiled by the editor from various translation references.