theta

theta
The Greek letter used in the financial industry to represent the amount by which the price of an option changes for each one-day decrease in the time remaining until its expiration. American Banker Glossary
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The ratio of the change in an option price to the decrease in time to expiration . Also called time decay. Bloomberg Financial Dictionary
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The measure of the change in an option's premium given a change in the option's time until expiration. Equal to the change in the option's premium divided by the change in time to expiration. Chicago Mercantile Exchange Glossary
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The measure of the change in an option's premium given a change in the option's time until expiration. Equal to the change in the option's premium divided by the change in time to expiration. Exchange Handbook Glossary
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The measure of change in the value of an option relative to the continuous decrease in time to expiry. LIFFE
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The sensitivity of a warrant's value to the passage of time. Theta, (% week) shows the theoretical fall in warrant price in 7 days with all other factors remaining the same. NYSE Euronext Glossary

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   A measure of change in the value of an option compared with the continuous decrease in time to expiry. Also known as time decay.
   ► See also Option.

Financial and business terms. 2012.

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