Значение слова "DELTA" найдено в 82 источниках

DELTA

найдено в "Англо-русском большом универсальном переводческом словаре"

[`deltə]

дельта

фигура, напоминающая по внешнему виду треугольник

треугольник; соединение треугольником

допустимая ошибка, дельта

найдено в "Financial and business terms"

delta: translation

A measure of how much an option premium changes, given a unit change in the underlying futures price. Delta often is interpreted as the probability that the option will be in-the-money by expiration. Chicago Board of Trade glossary

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The correlation factor between a futures price fluctuation and the change in premium for the option on that futures contract. Delta changes from moment to moment as the option premium changes. The CENTER ONLINE Futures Glossary

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(1) The Greek letter used by mathematicians to refer to change or the quantity of change.

(2) The price sensitivity of an option. The change in an option's price divided by the change in the price of the underlying instrument. As an option becomes deeper in the money, its delta gets closer to 1.0. As an option get further out of the money, its delta gets closer to zero. However, the change is nonlinear - the delta changes faster when the option is close to being in the money. The rate of change in an option's delta is called the option's gamma. American Banker Glossary

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The ratio of the change in price of an option to the change in price of the underlying asset. Also called the hedge ratio. Applies to derivative products. For a call option on a stock, a delta of 0.50 means that for every $1.00 that the stock goes up, the option price rises by $0.50. As options near expiration, in-the-money call option contracts approach a delta of 1.0, while in-the-money put options approach a delta of -1.Bloomberg Financial Dictionary

See: hedge ratio, neutral hedge. Call deltas range from 0.00 to +1.00; put deltas range from 0.00 to -1.00. If the call delta is 0.69, the put delta is -0.31 (call delta minus 1 equals put delta; 0.69 -1 =-0.31). Bloomberg Financial Dictionary

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The measure of the price-change relationship between an option and the underlying futures price. Equal to the change in premium divided by the change in futures price. Chicago Mercantile Exchange Glossary

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Drawn from the theoretical options pricing model (see Black Scholes), the delta of an option shows the rate of change in an option premium with respect to a change in price of the underlying asset or security. For example, the premium on an option with a delta of 0.5 will move by 0.5p for every 1p move in the price of the underlying. Delta can also be defined as either ( i) the probability that the option will expire in-the-money, or (ii) the theoretical number of futures contracts of which the holder is either long (with a call option) or short ( put option). Dresdner Kleinwort Wasserstein financial glossary

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The change in the value of the option premium relative to the instantaneous change in the value of the underlying instrument, expressed as a coefficient. Exchange Handbook Glossary

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The measure of change in the value of an option compared with a change in the price of the underlying. LIFFE

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The sensitivity of a warrant's theoretical value to a change in the price of the underlying security. NYSE Euronext Glossary

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delta del‧ta [ˈdeltə] noun [countable usually singular]

1. STATISTICS a change in an amount

2. FINANCE the relationship between a change in price of an option (= right to buy or sell shares etc ) to the change in price of the underlying

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A measure of sensitivity derived from an option pricing model. It measures how much an option's price will change for one unit of change in the underlying price.

► See also Option.

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delta UK US /ˈdeltə/ noun [S]

► GRAPHS & CHARTS a change in a figure or amount

► FINANCE the measurement of how the price of an option changes compared to the price of the shares, etc. that it is based on: »A delta of 0.5 means that for every $1.00 that the stock goes up, the option price rises by $0.50.

найдено в "Crosswordopener"

• ___ blues

• ___ Dawn (Helen Reddy tune)

• ___ of Venus (Anais Nin book)

• ___ team (assault unit)

• '-- Dawn' ('73 song)

• A river runs through it

• A U.S. airline

• Actress Burke

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• Fourth Greek letter

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• Kind of ray or wing

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• Letter after Charlie

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• Letter that represents change in mathematics

• Louisiana contains a famous one

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• Mekong ___

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• NASA rocket

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• Recent Chapter 11 filer

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• River buildup

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• Salt Lake City's ___ Center

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• The Nile has one

• Three-sided letter

• Triangle

• Triangle in the Greek alphabet

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• TV Burke

• Type of blues?

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• We love to fly, and it shows airline

• Welty's

• Where Old Man River makes his deposits

• Where the mouth is

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• Wing shape

• You'll love the way we fly airline

• The 4th letter of the Greek alphabet

• A low triangular area where a river divides before entering a larger body of water

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