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

132.7

Change

-0.23 (-0.17%)

Open

133.45

High

138.48

Low

132.7

Prev Close

132.7

Cboe® MSCI® EAFE 20-Delta BuyWrite Index
As of 2020-06-01 17:01:27 (ET)
  • 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.