It stands for premium adjusted spot delta; a spot delta (standard sensitivity of a vanilla option with respect to changes...
A spot delta (standard sensitivity of a vanilla option with respect to changes in the spot rate/ price) that accounts...
A spot delta (standard sensitivity of a vanilla option with respect to changes in the spot rate/ price) that accounts...
The ratio of the change in present value of an option with respect to the change in spot, where both...
The sensitivity of an option's price (premium) to changes in the spot market. The spot delta tells how many units...
The ratio of the percentage change in present value of an option with respect to the percentage change in spot,...
The ratio of the change in present value of an option with respect to the change in spot, where both...