{"id":6206,"date":"2016-02-25T20:29:48","date_gmt":"2016-02-25T20:29:48","guid":{"rendered":"http:\/\/www.kunnskap.de\/?page_id=6206"},"modified":"2021-06-25T12:50:15","modified_gmt":"2021-06-25T10:50:15","slug":"vega","status":"publish","type":"page","link":"https:\/\/prudentwater.com\/en\/vega\/","title":{"rendered":"Vega"},"content":{"rendered":"<p>Auch <strong>Kappa<\/strong><\/p>\n<p>Das Vega einer Option \/ eines Optionsscheines gibt an, wie sehr sich der Optionspreis ver\u00e4ndert, wenn die implizite Volatilit\u00e4t um einen Prozentpunkt steigt oder f\u00e4llt. Liegt das Vega bei 0,3, so wird der Kurs der Option bei einem Bezugsverh\u00e4ltnis von 1:1 um 0,3 W\u00e4hrungseinheiten steigen oder fallen, wenn sich die implizite Volatilit\u00e4t um einen Prozentpunkt ver\u00e4ndert (bei einem Bezugsverh\u00e4ltnis von 1:10 um 0,03 W\u00e4hrungseinheiten). Das Vega wird also in W\u00e4hrungseinheiten pro Volatilit\u00e4tsprozentpunkt gemessen. Das Vega ist umso h\u00f6her, je l\u00e4nger die Restlaufzeit, also die Zeit bis zum Verfallsdatum der Option, ist. Zus\u00e4tzlich ist das Vega dann am h\u00f6chsten, wenn sich die Option \/ der Optionsschein m\u00f6glichst nahe am Geld befindet. <\/p>\n","protected":false},"excerpt":{"rendered":"<p>Auch Kappa Das Vega einer Option \/ eines Optionsscheines gibt an, wie sehr sich der Optionspreis ver\u00e4ndert, wenn die implizite Volatilit\u00e4t um einen Prozentpunkt steigt oder f\u00e4llt. Liegt das Vega bei 0,3, so wird der Kurs der Option bei einem Bezugsverh\u00e4ltnis von 1:1 um 0,3 W\u00e4hrungseinheiten steigen oder fallen, wenn sich die implizite Volatilit\u00e4t um [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"class_list":["post-6206","page","type-page","status-publish","hentry"],"translation":{"provider":"WPGlobus","version":"3.0.2","language":"en","enabled_languages":["de","en"],"languages":{"de":{"title":true,"content":true,"excerpt":false},"en":{"title":false,"content":false,"excerpt":false}}},"featured_image_urls_v2":{"full":"","thumbnail":"","medium":"","medium_large":"","large":"","1536x1536":"","2048x2048":""},"post_excerpt_stackable_v2":"<p>Auch Kappa Das Vega einer Option \/ eines Optionsscheines gibt an, wie sehr sich der Optionspreis ver\u00e4ndert, wenn die implizite Volatilit\u00e4t um einen Prozentpunkt steigt oder f\u00e4llt. Liegt das Vega bei 0,3, so wird der Kurs der Option bei einem Bezugsverh\u00e4ltnis von 1:1 um 0,3 W\u00e4hrungseinheiten steigen oder fallen, wenn sich die implizite Volatilit\u00e4t um einen Prozentpunkt ver\u00e4ndert (bei einem Bezugsverh\u00e4ltnis von 1:10 um 0,03 W\u00e4hrungseinheiten). Das Vega wird also in W\u00e4hrungseinheiten pro Volatilit\u00e4tsprozentpunkt gemessen. Das Vega ist umso h\u00f6her, je l\u00e4nger die Restlaufzeit, also die Zeit bis zum Verfallsdatum der Option, ist. Zus\u00e4tzlich ist das Vega dann am h\u00f6chsten,&hellip;<\/p>\n","category_list_v2":"","author_info_v2":{"name":"PrudentWater","url":"https:\/\/prudentwater.com\/en\/author\/niklas33\/"},"comments_num_v2":"0 comments","_links":{"self":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/pages\/6206","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/comments?post=6206"}],"version-history":[{"count":0,"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/pages\/6206\/revisions"}],"wp:attachment":[{"href":"https:\/\/prudentwater.com\/en\/wp-json\/wp\/v2\/media?parent=6206"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}