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BDEA
 Cboe® MSCI® EAFE 20-Delta BuyWrite Index
Last Sale

148.82

Change

-4.26 (-2.86%)

Open

147.95

High

149.06

Low

146.08

Prev Close

148.82

Cboe® MSCI® EAFE 20-Delta BuyWrite Index
  • Overview
  • Performance
     

Cboe® MSCI EAFE 20-Delta BuyWrite Index (BDEA℠)

The Cboe® MSCI® EAFE 20-Delta BuyWrite Index (BDEASM Index) is a benchmark index designed to track the performance of a hypothetical buy-write strategy on the MXEA® Index. The BDEA Index is a passive total return index based on buying a MXEA stock index portfolio and “writing” (or selling) the near-term Out-of-the-Money (OTM) MXEA "covered" call option, generally on the third Friday of each month. The distinctive feature of this index is, when writing the OTM MXEA Call option, the option with a delta closest to 0.20 is selected.


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The performance quoted represents past performance and does not guarantee future results.