Home > Term: neutral hedge
neutral hedge
Hedge that is expected to yield a dollar-neutral result of the combined position, regardless of price change in any part of the hedge securities. For any convertible trading at a premium, this ratio is less than 100%. The higher the convertible premium, the lower a ratio must be to be neutral. See: Delta.
- Kalbos dalis: noun
- Pramonės šaka / sritis: Financial services
- Category: General Finance
- Company: Bloomberg
0
Kūrėjas
- Jessehe
- 40.13% positive feedback