Option delta

Option delta
Дельта опциона

Mergers and Acquisitions English-Russian dictionary. 2013.

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  • Option delta amount —   The product of an option s principal amount and it s respective delta calculated according to Black and Scholes …   International financial encyclopaedia

  • delta — A measure of how much an option premium changes, given a unit change in the underlying futures price. Delta often is interpreted as the probability that the option will be in the money by expiration. Chicago Board of Trade glossary The… …   Financial and business terms

  • Delta — Also called the hedge ratio, the ratio of the change in price of a call option to the change in price of the underlying stock. The New York Times Financial Glossary * * * delta del‧ta [ˈdeltə] noun [countable usually singular] 1. STATISTICS a… …   Financial and business terms

  • Delta Sigma Pi — ΔΣΠ Founded November 7, 1907 (1907 11 07) (104 years ago) New York University …   Wikipedia

  • Delta-Hedge — Delta Hedging ist eine Wertsicherungsstrategie beim Handel mit Optionen. Da die Kennzahl Delta in der Black Scholes Theorie die wertmäßgie Veränderung einer Option bei Änderung des Aktienkurses um eine Einheit angibt, kann mit Hilfe des Delta das …   Deutsch Wikipedia

  • Delta Sigma Theta — ΔΣΘ Founded January 13, 1913 (1913 01 13) …   Wikipedia

  • Delta —   Delta measures how rapidly the value of an option moves in relation to the underlying value. It is the change in an option s price divided by the change in the price of the underlying instrument. An option whose price changes by $1 for every $2 …   International financial encyclopaedia

  • Delta (letter) — Greek alphabet Αα Alpha Νν Nu Ββ Beta …   Wikipedia

  • Delta Goodrem — Background information Birth name Delta Lea Goodrem Born 9 November 1984 …   Wikipedia

  • Delta Upsilon — ΔΥ Founded November 4, 1834 (1834 11 04) …   Wikipedia

  • Delta — commonly refers to: Delta (letter), Δ or δ in the Greek alphabet, also used as a mathematical symbol River delta, a landform at the mouth of a river Delta Air Lines, a major U.S. airline Delta may also refer to: Contents 1 Places …   Wikipedia

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