English Explanatory Dictionary

vanna

English dictionary entry

Meanings

noun
  1. A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
name
  1. A female given name from the Slavic languages.
name
  1. A surname from Italian.

Word forms

vanna Vannas de Vanna deVanna de-Vanna di Vanna diVanna di-Vanna

Etymology

Made up to sound like a Greek letter, probably beginning with "v" to be similar to vega.

Synonyms

DdeltaDvol DvegaDspot

Derived words

cross vanna
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