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What is a Vega notional? The measure of change in the price of an option for a 1 % move in the implied volatility of
What is a Vega notional?
The measure of change in the price of an option for a move in the implied volatility of the underlying
asset
The return an investor receives as the compensation for insuring the other investor for risk of losses during
sudden increases in market volatility
The volatility of the underlying asset of a swap contract implied by the market
The average profit or loss on a variance swap for a change in volatility
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