If someone with more knowledge on derivatives could explain to me how this long equity derivatives position or in simpler terms equity swap actually works between two parties I would be most grateful. I've tried to research it and there seems plenty of info on it and examples for that matter but still I'm just as baffled as to who actually benefits when the share price virtually stays the same.
If someone with more knowledge on derivatives could explain to...
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Last
1.2¢ |
Change
0.000(0.00%) |
Mkt cap ! $9.102M | |||
| Open | High | Low | Value | Volume |
| 0.0¢ | 0.0¢ | 0.0¢ | $0 | 0 |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 5 | 756844 | 1.2¢ |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| 1.5¢ | 100000 | 1 |
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| Last trade - 16.12pm 02/10/2024 (20 minute delay) ? |
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