Glossary

Sensitivity (warrants)

Extent to which the price of a warrant will respond to a change in one of the relevant variables

The most important indicators of sensitivity are delta, gamma, rho, theta, and vega.

Our glossary explains important financial terms and should not leave any questions unanswered. However, if you are missing a definition, please write to us at redaktion@deutsche-boerse.com. We will then include the term if possible.