TERMIUM Plus®

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

DELTA-HEDGED [1 record]

Record 1 1988-08-12

English

Subject field(s)
  • Investment
  • Stock Exchange
  • Currency and Foreign Exchange
CONT

Delta hedging: a method option writers use to hedge risk exposure of written options by purchase or sale of the underlying asset in proportion to the delta. ... A delta-neutral position is established when the writer strictly delta-hedges so as to leave the combined financial position in options and underlying instruments unaffected by small changes in the price of the underlying.

Key term(s)
  • delta neutral

French

Domaine(s)
  • Investissements et placements
  • Bourse
  • Politique monétaire et marché des changes
OBS

gestion en/à delta neutre : Méthode de gestion d'un portefeuille d'options qui consiste à conserver un delta total égal à zéro au moyen d'interventions sur le marché des changes ou sur celui des options. Une position (un portefeuille) neutre en delta est inférieur à de petites variations du cours de l'actif sous-jacent.

Spanish

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