The sensitivity of vega as a function of volatility to a change in volatility. It captures the deviation from a...

An American option contract which gives the holder the right, but not the obligation, to buy an underlying asset at...

It stands for zero-strike call option; a call option in which the strike price is set at zero. The underlying...

A hedged position in which the investor purchases more than one call option for each unit of the underlying he...

A quanto option which gives the holder the right to buy a foreign asset (e.g., a share of stock) and...

A delta greek that measures the sensitivity of delta (of an option position) to changes in time. In other words,...

The unrestricted or unconditioned right of an issuer to redeem a convertible. More specifically, the bond may be redeemed without...

The unrestricted or unconditioned right of an issuer to redeem a convertible. More specifically, the bond may be redeemed without...

An at-the-money forward (ATMF) call option is a call with a strike price equal to the forward price of the...

A call option whereby a convertible bond (CB) can be called back if the share price exceeds a specific level...