delta factor

delta factor
delta factor FIN, STOCK Delta-Faktor m (die voraussichtliche Änderung des Optionspreises im Verhältnis zu einer Preis-/Kursschwankung des zugrundeliegenden Instruments um eine Einheit; er variiert mit der Volatilität des Basiswerts und der Restlaufzeit der Option; er zeigt z. B., wie sich der Kurs einer Wandelanleihe verändert, wenn der Kurs der zugrunde liegenden Aktie um eine Einheit variiert)

Englisch-Deutsch Fachwörterbuch der Wirtschaft . 2013.

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