vega |
|
Definition
Measure of the sensitivity (rate of change) of an option's price to the change in the price of the underlying asset.
email to a friend
print this definition
cite this definition
link to this page
vega is in the Banking, Commerce & Finance, Investing and Securities & Futures Trading subjects.
This content can be found on the following page:
http://www.businessdictionary.com/definition/vega.html