Delta one
id:
delta-one-321-10204830
title:
Delta one
text:
Delta one products are financial derivatives that have no optionality and as such have a delta of one – meaning that for a given instantaneous move in the price of the underlying asset there is expected to be an identical move in the price of the derivative. Delta one products can sometimes be synthetically assembled by combining options. For instance, you can be long a forward on WTI crude oil at price X by buying an X strike call and selling an X strike put. This is known as put call parity. D
brand slug:
wiki
category slug:
encyclopedia
description:
Financial derivatives with no optionality
original url:
https://en.wikipedia.org/wiki/Delta_one
date created:
date modified:
2023-10-29T17:34:44Z
main entity:
{"identifier":"Q1184913","url":"https://www.wikidata.org/entity/Q1184913"}
image:
fields total:
13
integrity:
14