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 Glossary   >   V   >   "Vega" Definition   

        Vega

The measure of change in the value of an option compared with a change in volatility.

The amount that the price of an option changes compared to a 1% change in volatility.

A measure of the sensitivity of an option or warrant price to changes in the volatility of the underlying asset.

Vega


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Vega \ The measure of change in the value of an option compared with a change in volatility.

The amount that the price of an option changes compared to a 1% change in volatility.

A measure of the sensitivity of an option or warrant price to changes in the volatility of the underlying asset.


Vega / the measure of change in the value of an option compared with a change in volatility.

the amount that the price of an option changes compared to a 1% change in volatility.

a measure of the sensitivity of an option or warrant price to changes in the volatility of the underlying asset.