The delta is the ratio between the change in the price of a...

  1. debono
    23,000 Posts.
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    30/08/02
    21:37
    Post #: 54256
    The delta is the ratio between the change in the price of a warrant and the change in price of the underlying. It is between 1 and 0 (for a call) or between 0 and -1 (for a put). It is usually expressed in percentage terms (100% = 1, -100% = -1).
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    lightbulb Created with Sketch.  Great analysis
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