A measure of the expected change in an option's theoretical value for a 1 percent change in interest rates.
Rho is an indicator for assessing option risks. It explains the influence of changes in the interest rate of the basic instrument on the option price.
The rate of change of the price of a portfolio or derivative with the interest rates.... more on: Rho
The rate at which the price of a derivative changes with interest rates.
A Greek letter used in the financial industry to represent the sensitivity of an option's price to changes in interest rates.
The dollar change in the price of an option in response to a 1% change in interest rates.
The impact of a change in interest rates on the price of an option.
In options theory, the sensitivity of an option's price to changes in short term interest rates. Defined as V/r, where 'V' is the option's price and 'r' is the short term rate.
Is the interest rate sensitivity of an option relative to a change in the interest rate option pricing variable. It measures an optionís change in value for a given change in the interest rate.
Measure of an option’s sensitivity to changes in interest rates.
the rate of change of the price of a derivative with the interest rate change.
The rate of change of the price of an option caused by fluctuations in interest rates.
The ratio of the change in an option price to a change in interest rates.
The sensitivity of an options value to a change in interest rates. The first derivative of option worth with respect to interest rates. See also Greeks
The rate of change in option premium for a given change in interest rates.
The rate of change of the value of an option with respect to the risk-free rate of interest. options
The expected change in an option?s theoretical value for a 1 percent change in interest rates. See also Theoretical Value.
The price change of an option's theoretical value due to a change in interest rates. Cannot generalize about Rho since its characteristics depend on the type of underlying instrument and the settlement procedure for the options.
The relationship between change in an option price and change in interest rates.
Factor sensitivity measuring a portfolio's first order (linear) sensitivity to the risk-free rate.
Factor sensitivity measuring a portfolio's first order (linear) sensitivity to an applicable interest rate.
A measure of exposure to interest rates.