See Also: Hedge ratio (delta)(finance)
Hedge ratio (delta)(money)
Delta hedge(money)
Delta hedge(finance)
Delta cross-hedge(money)
Delta cross-hedge(finance)
Money market hedge(money)
Money market hedge(finance)
Mekong Delta - Major Cities Of The Delta(tourism)
delta(3,5),delta(2,4)-dienoyl-CoA isomerase(medicine)

Hedge ratio (delta) (money)


Definition: [crh] For options, ratio between the change in an option's theoretical value and the change in price of the Definition: underlying stock at a given point in time. For convertibles, percentage of a convertible bond representing the number of Definition: d=underlying+">underlying common shares sold against the shares into which bonds are convertible. If a preferred is convertible into 2000 common shares, a 75% hedge ratio would be short (long) 1500 common for every 1000 preferred Definition: long (short). See: Delta.