FT MarketWatch

Vega

The change in the price of an Option that results from a 1% change in Volatility.

Related Terms: 2 Option, Volatility
Other Related Pages: Category: Options Starting With: V
Additional Related Terms: 12b-1 funds, Accrual of discount, Amortization of premium, Asked price, Asking price, At par, At best, At call, Adjusted futures price, At risk