"DvegaDspot" meaning in English

See DvegaDspot in All languages combined, or Wiktionary

Noun

Etymology: From the mathematical formula (∂𝒱)/(∂S), the partial derivative of vega (𝒱) with respect to spot price (S), pronounced as "D vega (by) D spot (price)". Head templates: {{en-noun|-}} DvegaDspot (uncountable)
  1. (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. Tags: uncountable Categories (topical): Finance Synonyms: DdeltaDvol, vanna Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms)
    Sense id: en-DvegaDspot-en-noun-~gjVPSU9 Categories (other): English entries with incorrect language header Topics: business, finance

Download JSON data for DvegaDspot meaning in English (1.8kB)

{
  "etymology_text": "From the mathematical formula (∂𝒱)/(∂S), the partial derivative of vega (𝒱) with respect to spot price (S), pronounced as \"D vega (by) D spot (price)\".",
  "head_templates": [
    {
      "args": {
        "1": "-"
      },
      "expansion": "DvegaDspot (uncountable)",
      "name": "en-noun"
    }
  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
      "categories": [
        {
          "kind": "other",
          "name": "English entries with incorrect language header",
          "parents": [
            "Entries with incorrect language header",
            "Entry maintenance"
          ],
          "source": "w"
        },
        {
          "kind": "topical",
          "langcode": "en",
          "name": "Finance",
          "orig": "en:Finance",
          "parents": [
            "Business",
            "Economics",
            "Society",
            "Social sciences",
            "All topics",
            "Sciences",
            "Fundamental"
          ],
          "source": "w"
        }
      ],
      "glosses": [
        "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."
      ],
      "hypernyms": [
        {
          "english": "includes list of coordinate terms",
          "sense": "measure of derivative price sensitivity",
          "word": "Greeks"
        }
      ],
      "id": "en-DvegaDspot-en-noun-~gjVPSU9",
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "second-order",
          "second-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vega",
          "vega"
        ],
        [
          "spot price",
          "spot price"
        ],
        [
          "delta",
          "delta"
        ],
        [
          "volatility",
          "volatility"
        ],
        [
          "underlying",
          "underlying"
        ],
        [
          "asset",
          "asset"
        ]
      ],
      "raw_glosses": [
        "(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": [
        {
          "word": "DdeltaDvol"
        },
        {
          "word": "vanna"
        }
      ],
      "tags": [
        "uncountable"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "word": "DvegaDspot"
}
{
  "etymology_text": "From the mathematical formula (∂𝒱)/(∂S), the partial derivative of vega (𝒱) with respect to spot price (S), pronounced as \"D vega (by) D spot (price)\".",
  "head_templates": [
    {
      "args": {
        "1": "-"
      },
      "expansion": "DvegaDspot (uncountable)",
      "name": "en-noun"
    }
  ],
  "hypernyms": [
    {
      "english": "includes list of coordinate terms",
      "sense": "measure of derivative price sensitivity",
      "word": "Greeks"
    }
  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
      "categories": [
        "English entries with incorrect language header",
        "English lemmas",
        "English nouns",
        "English uncountable nouns",
        "en:Finance"
      ],
      "glosses": [
        "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."
      ],
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "second-order",
          "second-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vega",
          "vega"
        ],
        [
          "spot price",
          "spot price"
        ],
        [
          "delta",
          "delta"
        ],
        [
          "volatility",
          "volatility"
        ],
        [
          "underlying",
          "underlying"
        ],
        [
          "asset",
          "asset"
        ]
      ],
      "raw_glosses": [
        "(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."
      ],
      "tags": [
        "uncountable"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "synonyms": [
    {
      "word": "DdeltaDvol"
    },
    {
      "word": "vanna"
    }
  ],
  "word": "DvegaDspot"
}

This page is a part of the kaikki.org machine-readable English dictionary. This dictionary is based on structured data extracted on 2024-05-20 from the enwiktionary dump dated 2024-05-02 using wiktextract (1d5a7d1 and 304864d). The data shown on this site has been post-processed and various details (e.g., extra categories) removed, some information disambiguated, and additional data merged from other sources. See the raw data download page for the unprocessed wiktextract data.

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