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vega

/ˈveɪgə/ /ˈviːgə/
noun
GeneralBusiness
  1. 1 vega
  2. 2 volatilite duyarlılığı

Definition (English)

  1. A measure of an option's sensitivity to changes in implied volatility.
  2. The Greek letter vega, representing how much an option's price will change if volatility changes by 1%.

Example Sentences

  1. Vega measures exposure to volatility.
    Vega, volatiliteye maruziyeti ölçer.
  2. Our portfolio has low vega.
    Portföyümüzün vega'sı düşüktür.

Collocations

vega of an optionvega sensitivityvega exposurevega riskvega valuevega calculation

Related Words

optionimplied volatilitydeltagammathetarisk