Call option position delta's

  The sum of the delta amounts of call options bought and written for each currency.

International financial encyclopaedia . 2014.

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  • Total position delta —   The total for all currencies in absolute terms of the sum of call and put option position delta s on which a foreign exchange risk is run …   International financial encyclopaedia

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  • Option (Wirtschaft) — Eine Option bezeichnet in der Wirtschaft ein Recht, eine bestimmte Sache zu einem späteren Zeitpunkt zu einem vereinbarten Preis zu kaufen oder zu verkaufen. Deshalb wird sie auch als bedingtes Termingeschäft bezeichnet. Es handelt sich… …   Deutsch Wikipedia

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  • 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

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