Translation: from english

Delta Neutral

Look at other dictionaries:

  • Delta neutral — In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged due to small changes in the value of the underlying security. Such a portfolio typically contains options and their… …   Wikipedia

  • delta neutral — Describes value of a portfolio not affected by changes in the value of the asset on which the options are written. Bloomberg Financial Dictionary The term used to describe the situation where the net delta of a portfolio of options and futures is …   Financial and business terms

  • Delta Neutral — A portfolio consisting of positions with offsetting positive and negative deltas. The deltas balance out to bring the net change of the position to zero. As a result, you neutralize the response to market movements for a certain range …   Investment dictionary

  • Delta neutral — The value of the portfolio is not affected by changes in the value of the asset on which the options are written. The New York Times Financial Glossary …   Financial and business terms

  • delta neutral hedging — An option is delta hedged if an offsetting position has been taken in the underlying asset in proportion to the option s delta, creating, at that moment in time, a position that is immune to small changes in market direction. LIFFE …   Financial and business terms

  • Delta Spread — An options trading strategy where the trader initially establishes a delta neutral position. The trader creates this delta neutral position by simultaneously buying and selling options in proportion to the neutral ratio. Using a delta spread, a… …   Investment dictionary

  • Delta-Hedging — Mit Delta Hedging bezeichnet man eine Absicherungsstragie, mit der man eine Optionsposition gegen Preisänderungen des Basiswertes absichert. Hierzu baut man eine Position im Basiswert auf, deren Wertänderungen bei Preisbewegung den Wertänderungen …   Deutsch Wikipedia

  • delta hedged — See delta neutral. Dresdner Kleinwort Wasserstein financial glossary …   Financial and business terms

  • Delta Ophiuchi — Location of δ Ophiuchi (middle right) Observation data Epoch J2000      Equinox J2000 …   Wikipedia

  • Delta Lambda Psi — ΔΛΨ Founded 2005 Santa Cruz, California Type Social Emphasis Queer life Scope National …   Wikipedia

  • Delta-wye transformer — Not to be confused with Y Δ transform. A delta wye (Δ Y) transformer is a transformer that converts three phase electric power without a neutral wire into 3 phase power with a neutral wire. It can be a single three phase transformer, or built… …   Wikipedia

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