## Timeline Call Vega

Timeline Call Vega Timeline Call Vega shows the Sensitivity of the Timeline Call to a change in Implied Volatility and is always positive. Timeline call vega is always positive as an increase in volatility increases the probability of the barrier being hit. The timeline call immediately settles at the maximum value of 100 whenever the barrier […]

## Put Accumulator Vega

Put Accumulator Vega The put accumulator vega displays how the value of the put accumulator will change due to a change in implied volatility. As so often is the case, the vega closely resembles the theta reflected through the horizontal axis. Put Accumulator Vega w.r.t. Time In Fig.1 the vega is predominantly positive when there […]

## One Touch Call Vega

One Touch Call Vega One touch call vega provides the sensitivity of the one-touch call price to changes in implied volatility. This vega is always positive or zero as the option cannot trade in-the-money where the regular binary call option vega turns negative. Figs. 1 & 2 provide the vega profiles w.r.t. changes in time to […]

## One Touch Put Vega

One Touch Put Vega One touch put vega provides the sensitivity of the one-touch put price to changes in implied volatility. One touch put vega is the first differential of the one-touch put price with respect to implied volatility and is mathematically shown as: dP/dσ where P is the price of the one-touch put and […]

## Double No Touch Vega

Double No Touch Vega Double No Touch vega is the metric that describes the change in the fair value of a  double no-touch option due to a change in implied volatility, i.e. it is the first derivative of the double no-touch fair value with respect to a change in implied volatility and is depicted as: […]

## Duke of York Vega

Duke of York Vega Duke of York vega describes the change in the fair value of a Duke of York due to a change in implied volatility, i.e. it is the first derivative of the Duke of York fair value with respect to a change in implied volatility and is depicted as: V=dP/dσ where P […]

## Eachway Tunnel Vega

Eachway Tunnel Vega Eachway tunnel vega is the metric that describes the change in the fair value of an eachway tunnel due to a change in implied volatility, i.e. it is the first derivative of the eachway tunnel fair value with respect to a change in implied volatility and is depicted as: V=dP/dσ where P […]

## Call Accumulator Vega

Call Accumulator Vega Call accumulator vega describes the change in the fair value of a call accumulator due to a change in implied volatility, i.e. it is the first derivative of the call accumulator fair value with respect to a change in implied volatility and is depicted as: V=dP/dσ where P is the fair value […]

## Eachway Put Vega

Eachway Put Vega Eachway put vega describes the change in the fair value of an eachway put due to a change in implied volatility, i.e. it is the first derivative of the eachway put fair value with respect to a change in implied volatility and is depicted as: V=dP/dσ Eachway Put Vega Over Time The vega […]

## Eachway Call Vega

Eachway Call Vega Eachway call vega describes the change in the fair value of an eachway call due to a change in implied volatility, i.e. it is the first derivative of the eachway call fair value with respect to a change in implied volatility and is depicted as: V=dP/dσ Eachway Call Vega Over Time Eachway […]