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| Volatility |
Variability of a security, fund, market or index over a given period of time.
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| Volatility (Historic) |
A measure of actual price changes over a specific period of time.
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| Volatility (Implied) |
Measure of the underlying’s expected volatility during the warrant’s remaining lifetime. Implied volatility is calculated on the basis of the warrant’s market prices using a valuation model.
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| Véga |
The sensitivity of a warrant's theoretical value to a change in volatility.
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