delta

کلمات مرتبط(delta):بازگشت به واژه deltadelta connection
delta dagger
delta dart
delta movement
delta voltage
delta winding
delta wing
delta-bootis
delta-cephei
delta-herculis
delta-librae
delta-orionis
delta-ursa majoris
double delta connection
open delta connection
star-delta switch

حرف چهارم زبان يونانى
معمارى : دلتا
نجوم : دلتا
علوم هوايى : دلتاکلمات مرتبط(16)


حرف چهارم زبان یونانی.


delta

Từ điển WordNet

    n.

  • a low triangular area where a river divides before entering a larger body of water
  • the 4th letter of the Greek alphabet

Bloomberg Financial Glossary

得尔塔值得尔塔值
The ratio of the change in price of a call option to the change in price of the underlying stock. Also called the hedge ratio. Applies to derivative products. Measure of the relationship between an option price and the underlying futures contract or stock price. For a call option, a delta of 0.50 means a half-point rise in premium for every dollar that the stock goes up. 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. See: hedge ratio, neutral hedge.

Investopedia Financial Terms

Delta
The ratio comparing the change in the price of the underlying asset to the corresponding change in the price of a derivative. Sometimes referred to as the "hedge ratio".
Investopedia Says:
For example, with respect to call options, a delta of 0.7 means that for every $1 the underlying stock increases, the call option will increase by $0.70. 

Put option deltas, on the other hand, will be negative, because as the underlying security increases, the value of the option will decrease. So a put option with a delta of -0.7 will decrease by $0.70 for every $1 the underlying increases in price.

As an in-the-money call option nears expiration, it will approach a delta of 1.00, and as an in-the-money put option nears expiration, it will approach a delta of -1.00.