Vega - The measure of change in the value of an option compared with a change in volatility.
The amount that the price of an option changes compared to a 1% change in volatility.
A measure of the sensitivity of an option or warrant price to changes in the volatility of the underlying asset.
Vega : the measure of change in the value of an option compared with a change in volatility.
the amount that the price of an option changes compared to a 1% change in volatility.
a measure of the sensitivity of an option or warrant price to changes in the volatility of the underlying asset.
Vega