DvegaDspot
English edit
Etymology edit
From the mathematical formula , the partial derivative of vega ( ) with respect to spot price (S), pronounced as "D vega (by) D spot (price)".
Noun edit
DvegaDspot (uncountable)
- (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
Synonyms edit
Hypernyms edit
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)