The dependence of the price movement of an option on the volatility of the underlying (the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All he factors being equal, the closer an option is to being in the money, the greater is the impact of an increase in volatility).

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
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https://www.gerhardmerk.de/

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