Bullbear Buffett

Keep INVESTING Simple and Safe (KISS)***** Investment Philosophy, Strategy and various Valuation Methods***** Warren Buffett: Rule No. 1 - Never lose money. Rule No. 2 - Never forget Rule No. 1.

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Showing posts with label vega. Show all posts
Showing posts with label vega. Show all posts
Friday, 11 September 2015

Technical Parameters of Warrants: Vega, Gamma and Rho

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Vega Vega measures the rate of change in the warrant price for each point of movement of its implied volatility. No matter it is a call ...

Technical Parameters of Warrants: Theta

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Theta, also called time decay, measures the rate of change in the price of a warrant as its maturity is running short while all other things...
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