Derivatives vs. Options: What's the Difference?
Derivatives vs. Options: An Overview
A derivative is a financial contract that gets its value, risk, and
basic term structure from an underlying asset. Options are one category
of derivatives and give the holder the right, but not the obligation to
buy or sell the underlying asset. Options are available for many
investments including equities, currencies, and commodities.
Derivatives are contracts between two or more parties in which the
contract value is based on an agreed-upon underlying security or set of
assets such as the S&P index. Typical underlying securities for
derivatives include bonds, interest rates, commodities, market indexes,
currencies, and stocks.
Derivatives have a price and expiration date or settlement date that
can be in the future. As a result, derivatives, including options, are
often used as hedging vehicles to offset the risk associated with an
asset or portfolio.
Derivatives have been used to hedge risk for many years in the
agricultural industry, where one party can make an agreement to sell
crops or livestock to another counterparty who agrees to buy those
crops or livestock for a specific price on a specific date. These
bilateral contracts were revolutionary when first introduced, replacing
oral agreements and the simple handshake.
Key Takeaways
- Derivatives are contracts between two or more parties in which the contract value is based on an agreed-upon underlying security or set of assets.
- Derivatives include swaps, futures contracts, and forward contracts.
- Options are one category of derivatives and give the holder the right, but not the obligation to buy or sell the underlying asset.
- Options, like derivatives, are available for many investments including equities, currencies, and commodities.
Options
When most investors think of options, they usually think of equity
options, which is a derivative that obtains its value from an underlying
stock. An equity option represents the right, but not the obligation,
to buy or sell a stock at a certain price, known as the strike price, on
or before an expiration date. Options are sold for a price called the
premium. A call option gives the holder the right to buy the underlying
stock while a put option gives the holder the right to sell the
underlying stock.
If the option is exercised by the holder, the seller of the option
must deliver 100 shares of the underlying stock per contract to the
buyer. Equity options are traded on exchanges and settled through
centralized clearinghouses, providing transparency and liquidity, two
critical factors when traders or investors take derivatives exposure.
American-style options can
be exercised at any point up until the expiration date
while European-style options can only be exercised on the day it is set
to expire. Major benchmarks, including the S&P 500, have actively
traded European-style options. Most equity and exchange-traded
funds (ETFs) options on exchanges are American options while just a few
broad-based indices have American-style options. Exchange-traded funds
are a basket of securities—such as stocks—that track an
underlying index.
Derivatives
Futures contracts are derivatives that obtain their value from an
underlying cash commodity or index. A futures contract is an agreement
to buy or sell a particular commodity or asset at a preset price and at a preset time or date in the future.
For example, a standard corn futures contract represents 5,000
bushels of corn, while a standard crude oil futures contract represents
1,000 barrels of oil. There are futures contracts on assets as diverse
as currencies and the weather.
Another type of derivative is a swap agreement. A swap is a financial
agreement among parties to exchange a sequence of cash flows for a
defined amount of time. Interest rate swaps and currency swaps are
common types of swap agreements. Interest rate swaps, for example, are
agreements to exchange a series of interest payments for another based
off a principal amount. One company might want floating interest rate
payments while another might want fixed-rate payments. The swap
agreement allows two parties to exchange the cash flows.
Swaps are generally traded over the counter but are slowly moving to
centralized exchanges. The financial crisis of 2008 led to new financial
regulations such as the Dodd-Frank Act, which created new swaps exchanges to encourage centralized trading.
There are multiple reasons why investors and corporations trade swap derivatives. The most common include:
- A change in investment objectives or repayment scenarios.
- A perceived financial benefit in switching to newly available or alternative cash flows.
- The need to hedge or reduce risk generated by a floating rate loan repayment.
Forward Contracts
A forward contract
is a contract to trade an asset, often currencies, at a future time and
date for a specified price. A forward contract is similar to a futures
contract except that forwards can be customized to expire on a
particular date or for a specific amount.
For example, if a U.S. company is due to receive a stream of payments
in euros each month, the amounts must be converted to U.S. dollars.
Each time there's an exchange, a different exchange rate is applied
given the prevailing euro-to-U.S. dollar rate. As a result, the company
might receive different dollar amounts each month despite the euro
amount being fixed because of exchange rate fluctuations.
A forward contract allows the company to lock in an exchange rate
today for every month of euro payments. Each month the company receives
euros, they are converted based on the forward contract rate. The
contract is executed with a bank or broker and allows the company to
have predictable cash flows.
A forward contract can be used for speculation as well as hedging,
although its non-standardized nature makes it particularly apt for
hedging. Forward contracts are traded over the counter, meaning between
banks and brokers, since they are custom agreements between two parties.
Since they're not traded on an exchange, forwards have a higher risk of
counterparty default. As a result, forward contracts are not as easily
available to retail traders and investors as futures contracts.
Key Differences
One of the main differences between options and derivatives is that
option holders have the right, but not the obligation to exercise the
contract or exchange for shares of the underlying security.
Derivatives, on the other hand, usually are legal binding contracts
whereby once entered into, the party must fulfill the contract
requirements. Of course, many options and derivatives can be sold before
their expiration dates, so there's no exchange of the physical
underlying asset.
However, for any contract that's unwound or sold before its expiry,
the holder is at risk for a loss due to the difference between the
purchase and sale prices of the contract.
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