Filter by Categories
Accounting
Banking

Elasticity

A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...

Omega

A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...

Effective Gearing

A measure of gearing which is calculated by multiplying the gearing of a call option (put option) by the call...

DOTM Elasticity

An abbreviation for deep-in-the-money elasticity; the elasticity of an option where its value doesn't respond to changes in the underlying...

Deep Out of The Money Elasticity

The elasticity of an option where its value doesn't respond to changes in the underlying price. As such, it delta...

Deep-In-The-Money Elasticity

The elasticity of an option where its value increases (for a call) and decreases (for a put) one-for-one with the...

DITM Elasticity

An abbreviation for deep-in-the-money elasticity; the elasticity of an option where its value increases (for a call) and decreases (for...

At-The-Money Elasticity

The elasticity of an option where its value increases (for a call) or decreases (for a put) almost one-for-two with...

Option Elasticity

The sensitivity of an option price to the change in its underlying asset price. Differently stated, it is the change...