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  1. FINANCE · FINANCE|financial institutions and credit · FINANCE|free movement of capital|financial market

    #539107

    IATE #892669
    deiltefhálú Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Delta-Absicherung | Delta-Hedging
    de
    Definition auf dem Kauf einer Option basierende Strategie zur Absicherung eines Leerverkaufs (IATE:915010 = Vertrag über den Verkauf von Aktien, die man noch gar nicht besitzt), wobei die Option so ausgewählt wird, dass ein Gewinn oder Verlust des Basiswerts durch die Option neutralisiert wird Reference Council-DE, vgl. OnPulson, Wirtschaftslexikon http://www.onpulson.de/lexikon/delta-absicherung/ (12.5.2015)
    Comment die Zahl der benötigten Optionen wird mit Hilfe des Delta-Faktors IATE:856351 im Zeitablauf permanent angepasst
    delta hedging
    en
    Definition an options strategy designed to reduce the risk associated with price movements in the underlying security, achieved through offsetting long and short positions Reference Investorwords.com, http://www.investorwords.com/1395/delta_hedging.html [12.6.2015]
    Comment Whereas delta hedging seeks to miniminise the portfolio risk tied to the underlying security by keeping or setting the delta [see IATE:856351 ] as close to zero as possible, i.e. "neutral", the delta may not necessarily be neutral and thus a degree of sensitivity to price fluctuations remains. By contrast in delta-neutral hedging [IATE:3518915 ] the delta is always neutral, in other words there is zero sensitivity to the underlying stock.
    couverture delta
    fr
    Definition technique de couverture de portefeuille vis-à-vis des variations du sous-jacent Reference Delta hedging: principes fondamentaux, 20 Mai 2015 par Option Delta Hedging, http://www.strategies-options.com/fic/17-delta-hedging-principes-fondamentaux.html
  2. FINANCE

    #502801

    IATE #3518915
    deiltefhálú neodrach Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    deltaneutrale Absicherung | Delta-neutrale Absicherung
    de
    Definition eine Form der Delta-Absicherung IATE:892669 , bei der der Delta-Faktor IATE:856351 eines Portfolios auf Null gesetzt wird, um den Anleger gegen (kleinere) Kursschwankungen des Basiswerts IATE:888586 zu schützen Reference vgl. Wirtschaftslexikon.co http://www.wirtschaftslexikon.co/d/delta/delta.htm (12.5.2015)
    Comment d.h. bei delta-neutralen Position IATE:894570 ändert sich der Wert der Gesamtposition nicht, wenn sich der Basiswert ändert
    delta neutral trading | delta-neutral hedging | delta neutral hedging
    en
    Definition delta hedging [IATE:892669 ] strategy whereby the delta [IATE:856351] of a portfolio of investments is set at zero to protect the hedger from movements in the price of the underlying assets Reference COUNCIL-EN based on The Dictionary of Derivatives, Andrew Inglis-Taylor, MacMillan Press Ltd, 1995 and on information provided by TERM FR [20.04.2010]
    Comment There is a small but important difference between delta neutral hedging and delta hedging. In delta neutral hedging the delta is always neutral, i.e. 0, for reasons of risk protection. Delta hedging seeks to minimise risk tied to price fluctuations but the delta will not necessarily be neutral.
    couverture à delta neutre | couverture en delta neutre
    fr
    Definition stratégie de couverture d'une position d'options consistant à acheter ou vendre le sous-jacent dans une proportion correspondant au delta de l'option Reference Conseil-FR, d'après iotafinance.com, http://www.iotafinance.com/Definition-couverture-en-delta-neutre.html (30.7.2015)