Gamma

Dynamic indicator that measures changes in the delta of a warrant as the price of the underlying instrument fluctuates.

Warrants that are at the money have a high gamma value because their delta value is particularly elastic.

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.