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当前位置:金号角网> 金融学院> 金融知识 > 英文财经词汇 > Options & Futures - 期权和期货> Vega

恭喜湖南/长沙市【成功】需求金额200万元

恭喜湖南/长沙市【成功】需求金额200万元

恭喜湖南/长沙市【成功】需求金额300万元

恭喜湖南/长沙市【成功】需求金额200万元

恭喜湖南/长沙市【成功】需求金额1000万元

Vega

2020-08-05 编辑:网站编辑 有559人参与 发送到手机
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The amount that the price of an option changes compared to a 1% change in volatility.

Vega changes when there are large price movements in the underlying asset and vega falls as the option gets closer to maturity. Vega can change even if there is no change in the price of the underlying asset, this would happen if there is a change in expected volatility.

For example, if the vega of an option is -96.94 and if implied volatility were to rise by 1% then the option value would fall by $96.94.