Speed

The rate at which the gamma of an option or warrant will change in relation to underlying price in the underlying market. More specifically, it is the third order derivative of an options value to price. A high speed value indicates that gamma is more sensitive to moves in price of the underlying asset.

Speed is used by investors who utilize both delta-hedging and gamma-hedging option trading strategies, and provides the investor with information on the vega or delta of an option per year (the daily figure can be found by dividing the result by the number of days in the year). As the number of days left on the options contract get smaller and smaller, charm becomes more volatile and less accurate.

热门词条

应收账款区域货币区间估计金融危机资本成本 CPI（Consumer Price Index）汇率资产经济美元单向定单租赁期外汇通外汇佣金服务 SME ISO 认可增量成本什一税 CFO MIT 加工 MG金融集团销售股价反弹抽签偿还股利收入技术空头陷阱资本 REF 市场中国股市中小企业备付金率美国两会价格吊空指数股灾葡萄牙币调至市价 pt 清算电子汇兑税粮下降三角形外汇 FDI 投资 Writer 银行阴烛管理 MACD width 企业冲账黄金短期同业拆借 Theta peg 货币外汇交易法金融中介理论艾略特波段理论的含义消费发展战略产品巴塞尔资本协议贴现现金流计期汇票联系汇率制度拔档美国贝勒大学汇差清算率延期付款汇票短期国际商业贷款 Exposure 集中竞价标准普尔（S&P）金融不完全竞争市场理论 (金融) 公司正利差分期付款汇票软通货出口物价指数选择权买方指标资金百分比回撤无记名汇票最低报价戴维·凯特标准·普尔 500指数抵押品持平德国工业产值德国消费者物价指数成本协同效益单位非农就业人口股票交易道琼斯公用事业平均指数持平指示汇票产品竞争力财务指标盈利能力比率外汇实盘交易方式德国伊弗研究所景气调查

Speed

热门专栏

财联社

财华社

格隆汇

国际金融报

英为财情

嘉盛集团

香港智远

智通财经

热门词条