Skip to main Content
Site Search

Advanced Search

Member Login

Member Login

Forgotten your password?


  1. All
  2. A
  3. B
  4. C
  5. D
  6. E
  7. F
  8. G
  9. H
  10. I
  11. J
  12. K
  13. L
  14. M
  15. N
  16. O
  17. P
  18. Q
  19. R
  20. S
  21. T
  22. U
  23. V
  24. W
  25. X
  26. Y
  27. Z
  28. 0-9
The Telekurs securities identification number, consisting of up to 6 digits.
Value date
The date up to and including which accrued interest is calculated.
Variation margin
Profits or losses on open positions in futures and options contracts which are paid or collected daily.
The measure of the change in an option's premium for a 1% change in the volatility of the underlying futures contract. Equal to the change in premium divided by 1% change in volatility.
Usually defined as the standard deviation of returns of an asset. Volatility generally refers to the magnitude of price movements in a specific asset. Large price movements are said to be more volatile and vice versa. Volatility has a major direct influence on option premium levels. When volatility is high, premiums increase (all other assumptions remaining the same). When volatility is low, premiums decline.
Amount of trading activity, expressed in shares or dollars, experienced by a single security or the entire market within a specified period, usually daily, monthly, or annually.
German for preferred share.
VWAP - 'volume-weighted average price' - represents the total value of shares traded in a particular stock on a given day, divided by the total volume of shares traded in that stock on that day. Calculation techniques vary: some will use data from all markets or just the primary market and may or may not adjust for resubmits and other error corrections. VWAP is a method of pricing transactions and also a benchmark to measure the efficiency of institutional trading or the performance of traders themselves.