timeline call vega

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 […]

Read More

one touch call vega

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 […]

Read More