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Results tagged with volatility
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user 47153
A measure of the variation in price over time. Also a measure of the risk of a financial instrument.
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Can increase in volatility reduce the price of a deeply in-the-money European put?
Asset still 3 but due to higher volatility, put values 3 (6*0,5 + 0*0,5).
So, you are capturing a positive vega effect. … We can see a volatility increase, but put still values 3 (6*0,5 + 0*0,5). Still, it does not mean you are not long vol. …
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