Search
Generic filters
Filter by Categories
Accounting
Banking

Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Delta of Delta

A tool that measures the amount of change in the delta of a derivative (most often an option) in response to a unit change in...

Delta of a European Stock Option

A delta of an option is a measure reflects the change in its value in response to a unit change...

Delta-Neutral Portfolio

A portfolio (of assets) whose delta is zero, making it insensitive to small changes in the prices of its assets....

Futures Equivalent

A limit on speculative positions in options on futures contracts. The futures-equivalent of an option position is the number of…

Delta-1 Cert.

A structured financial instrument (SFI)- a structured certificate- that provides, being a specific form of a debt security (bond instrument),...

Delta-1 Certificate

A structured financial instrument (SFI)- a structured certificate- that provides, being a specific form of a debt security (bond instrument),...

Delta One Cert.

A structured financial instrument (SFI)- a structured certificate- that provides, being a specific form of a debt security (bond instrument),...

Delta One Certificate

A structured financial instrument (SFI)- a structured certificate- that provides, being a specific form of a debt security (bond instrument),...

Exploding Delta

A state of the delta of an option which makes the variation of an in-the-money option‘s hedge ratio extremely wide…