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Option Greeks A measure of sensitivity to changes in the price of the underlying asset A measure of delta s sensitivity to changes in the price of the stock A measure of an option s sensitivity to time decay A measure of an option s sensitivity to volatility A measure of an option s sensitivity to changes in the risk free interest rate The unknown component to the actual option price premium The calculated value according to Black Scholes Arguably the most important Greek delta can be expressed as a percentage but it is most often shown in decimal form ranging from 1 1 0 A Delta of 1 0 means that the option price will change one point for every one point move in the underlying stock A delta of 5 common in the at the money strike price means the price of the option will move a half point for every one point move in the underlying market The delta of a call is shown as a positive number whereas the delta of a put is displayed as a negative number because the put value moves in the Continue to download »
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NanoRoadMap is a project co funded by the 6th Framework Programme of the EC Work document on Nanomaterials State of the art overview and forecasts based on existing information of nanotechnology in the field of nanomaterials AIRI Nanotec IT Willems van den Wildenberg ES NL VDI VDE DE Institute of Nanotechnology UK MATIMOP IL Technology Centre CZ VTT FI Yole D veloppement FR Author Willems van den Wildenberg W W October 2004 W W Espa a s l Avda Diagonal 361 E 08037 Barcelona Spain t 34 93 208 21 36 f 34 93 208 21 37 e contact wywes com u www wywes com The present report is a work document prepared by Willems van den Wildenberg W W in the framework of the NanoRoadMap NRM project cofunded by the 6th Framework Programme FP6 of the European Commission EC It is based on the collection and synthesis of existing public sources and was published on November 2004 as key input for the celebration of the First NRM International Conference The major aim of this document is to set the 
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