The Sensitivity of an Option's Value to a Change in the Standard

question 432

True/False

The sensitivity of an option's value to a change in the standard deviation of the return on the underlying asset is measured by the option vega

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Definitions:

Legs

Limbs in animals and humans that support the body, enable locomotion, and maintain balance.

Ecological Role

The specific part an organism plays in its ecosystem, including how it gets its energy, interacts with other organisms, and contributes to the flow of nutrients.

Ecological Niche

The role and position a species has in its environment, including all its interactions with the biotic and abiotic factors of its environment.

Competitively Superior

Describes an organism that has advantages over others in terms of resource acquisition, survival, and reproduction within a competitive environment.