Elasticity of an option

Percentage change in the value of an option given a 1% change in the value of the option's underlying stock. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • elasticity of an option — Percentage change in the value of an option given a 1% change in the value of the option s underlying stock. Related: delta. Bloomberg Financial Dictionary …   Financial and business terms

  • Option elasticity — The percentage increase in an option s value given a 1% change in the value of the underlying security. The New York Times Financial Glossary …   Financial and business terms

  • option elasticity — The percentage increase in an option s value, given a 1 percentage point change in the value of the underlying security. Bloomberg Financial Dictionary …   Financial and business terms

  • option elasticity — Fin the relative change in the value of an option as a function of a change in the value of the underlying asset …   The ultimate business dictionary

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  • Эластичность опциона — процентное изменение стоимости опциона при условии 1% го изменения стоимости его базисного актива. По английски: Elasticity of an option Синонимы: Каппа Синонимы английские: Option elasticity, Kappa См. также: Модели ценообразования опционов… …   Финансовый словарь

  • CEV — may stand for: Certified Video Engineer, a professional title regulated by the Society of Broadcast Engineers Chemins de fer électriques Veveysans, a Swiss railway company Contemporary English Version, a translation of the Bible into English Crew …   Wikipedia

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