首页/百科/英文财经词汇/期权和期货/文章详细

Ultima

外汇网2021-06-19 14:12:11 118
The rate at which the vomma of an option will react to volatility in the underlying market. It is the third order derivative of the option value with respect to volatility, or the derivative of vomma with respect to the derivative of volatility.

Ultima is part of the group of measures known as the "Greeks" (other measures include delta, gamma and vega) which are used in options pricing.

Ultima is useful to investors who are making options trades and take the vomma and vega into consideration, especially when implementing exotic options which may change format over the period of maturity. This metric is one of the inputs utilized in the Black-Scholes model.

标签:

随机快审展示
  • 快审 11.27原油黄金下星期一开盘行情分析及策略
  • 快审 1.14星期五下午恒指小纳指德指原油黄金铜天然气推荐参考
  • 快审 1.20黄金行情交易参考及准确指导
  • 快审 黄金震荡行情持续,日间关注CPI报告
  • 快审 4.23黄金交易中跟单为何你频频亏损?高点多单被套如何解?张钜楷实时交易准确策略助你在线解τ!
  • 快审 4.20黄金震荡持续 短线如何操作获利?刘耀霆给出几点推荐!
  • 快审 10.9原油黄金今日价格实时分析、白银TD行情投资操作指导
  • 快审 4.14星期四恒指小纳指德指原油黄金天然气铜日间推荐参考!
  • 快审 1.4黄金卖方一泻千里,回弹1810持续买跌!原油高点震荡徘徊,短时间76.5以下空!夜里原油黄金如何解t
  • 快审 李潇翰3.16黄金窄幅震荡是箱式筑底依旧上探乏术?原油行情分析
  • 快审 11.16今日获利18美金,无条件体验现价单。
  • 快审 黄金美盘1860将空执行见底
  • 快审 8.26环球原油黄金,纸白银行情分析交易参考
  • 快审 11.11
  • 快审 5-16黄金大趋势卖方不改短线博回弹 今日策略逻辑分析
  • 快审 5.2黄金1910成最后卖方上车机会,回弹即空,原油回弹到102.7空
  • 快审 12.20黄金周初低多高点震荡,原油弱势空,原油黄金实时行情分析及操作策略推荐。
  • 快审 12.29黄金区间震荡,今日行情分析及交易参考
  • 快审 欧盘1875持续干空
  • 快审 黄金亚盘急跌收回 注意1823左右的反映
  • 快审 4.16黄金三月绝对净收益533% 下周清晰解析