TERMIUM Plus®

The Government of Canada’s terminology and linguistic data bank.

time premium decay [1 record]

Filter results by subject field Alphabetical list of terms

Filter results by subject field

Alphabetical list of terms

Record 1 1988-01-11

English

Subject field(s)
  • General Vocabulary
  • Stock Exchange
CONT

... the spread has a low sensitivity in a rising market (Delta), a very stable Delta (Gamma) and a reduced sensitivity to changes in volatility (Vega). Finally, time premium decay has only a weak effect on the spread (Theta).

OBS

a call option strategy.

French

Domaine(s)
  • Vocabulaire général
  • Bourse
CONT

Les caractéristiques nettes initiales de l'écart août 600 - août 660 révèlent donc une faible sensibilité à la hausse (le Delta), une grande stabilité du Delta (le Gamma), une sensibilité réduite aux variations de la volatilité (le Véga) et finalement une faible tendance à l'effritement de la valeur temps.

OBS

Stratégie d'options d'achat.

Spanish

Save record 1

Copyright notice for the TERMIUM Plus® data bank

© Public Services and Procurement Canada, 2024
TERMIUM Plus®, the Government of Canada's terminology and linguistic data bank
A product of the Translation Bureau

Display options

Change the order of display of the official languages of Canada
Option to display the non-official languages (Spanish or Portuguese)
Display definitions, contexts, etc., on records

Features

Language Portal of Canada

Access a collection of Canadian resources on all aspects of English and French, including quizzes.

Writing tools

The Language Portal’s writing tools have a new look! Easy to consult, they give you access to a wealth of information that will help you write better in English and French.

Glossaries and vocabularies

Access Translation Bureau glossaries and vocabularies.

Date Modified: