Vanna
Definition & Meaning
Part of speech noun
Quick meaning: Vanna is a noun meaning (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
Meaning
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
Related Words
Related dictionary entries include vomma, volga, veta, vera, zomma, vega.
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Sources & Attribution
FreeDictionaryAPI.com / Wiktionary · Original source · CC BY-SA 4.0
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