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 […]

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call timeline theta

Timeline Call Theta

Timeline Call Theta Timeline Call Theta provides a rough measurement that details how much the Timeline Call price will lose over time. Timeline call theta is always negative since if the underlying asset price rises to the strike the contract finishes, i.e. the timeline call can not trade ‘in-the-money’ and hence can not have a […]

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call timeline gamma

Timeline Call Gamma

Timeline Call Gamma Timeline Call Gamma enables the trader to evaluate how much their delta exposure will change due to a change in the underlying asset price. The timeline call gamma is the first differential of the delta and this applies to the timeline call as much as any vanilla option although the timeline call […]

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call timeline delta

Timeline Call Delta

Timeline Call Delta The Timeline Call Delta provides the equivalent underlying asset position thus enabling accurate hedging of the option using the underlying asset. The timeline call delta is the aggregate of the deltas of the composite one touch calls that make up the timeline call. In the following examples we assume the call timeline […]

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