Hedge ratio - Revision history

Doug: Add link.

2025-07-22T20:08:13Z

Add link.

← Older revision		Revision as of 20:08, 22 July 2025
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	* [[Hedge ]]		* [[Hedge ]]
	* [[Hedge accounting]]		* [[Hedge accounting]]
			* [[Hedge length]]
	* [[Hedging]]		* [[Hedging]]
	* [[Risk management]]		* [[Risk management]]

imported>Doug Williamson: Update links.

2022-10-13T21:34:39Z

Update links.

← Older revision		Revision as of 21:34, 13 October 2022
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	* [[Bottom line]]		* [[Bottom line]]
	* [[Corporate]]		* [[Corporate]]
	* [[~~Dynamic hedging~~]]		* [[Exposure]]
	* [[Foreign exchange risk]]		* [[Foreign exchange risk]]
	* [[FX]]		* [[FX]]

imported>Doug Williamson: Add definition. Source - The Treasurer online - https://www.treasurers.org/hub/treasurer-magazine/corporates-act-mitigate-fx-volatility

2022-10-13T21:31:27Z

Add definition. Source - The Treasurer online - https://www.treasurers.org/hub/treasurer-magazine/corporates-act-mitigate-fx-volatility

@@ Line 1: / Line 1: @@
 The proportion of a hedging instrument required to hedge an underlying position, compared with the amount of the underlying position itself.
@@ Line 9: / Line 11: @@
 = 0.25.
 == See also ==
 * [[Dynamic hedging]]
 * [[Hedge ]]
 * [[Hedge accounting]]
 * [[Hedging]]
 [[Category:Manage_risks]]

imported>Doug Williamson: Add links.

2022-07-07T00:00:12Z

Add links.

← Older revision		Revision as of 00:00, 7 July 2022
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	== See also ==		== See also ==
	* [[Dynamic hedging]]		* [[Dynamic hedging]]
			* [[Hedge ]]
			* [[Hedge accounting]]
			* [[Hedging]]

	[[Category:Manage_risks]]		[[Category:Manage_risks]]

imported>Doug Williamson: Classify page.

2022-07-01T15:26:45Z

Classify page.

← Older revision		Revision as of 15:26, 1 July 2022
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	== See also ==		== See also ==
	* [[Dynamic hedging]]		* [[Dynamic hedging]]

			[[Category:Manage_risks]]

imported>Doug Williamson: Standardise appearance of page

2015-03-16T15:21:16Z

Standardise appearance of page

← Older revision		Revision as of 15:21, 16 March 2015
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	The proportion of a hedging instrument required to hedge an underlying position, compared with the amount of the underlying position itself.		The proportion of a hedging instrument required to hedge an underlying position, compared with the amount of the underlying position itself.

	~~So if four options are required to hedge a position of one unit of the underlying asset,~~

	the ~~hedge~~ ratio = ¼		'''Example'''

			If four options are required to hedge a position of one unit of the underlying asset:

			Hedge ratio = ¼

	= 0.25.		= 0.25.

imported>Doug Williamson: Updated entry. Source ACT Glossary of terms

2014-11-25T16:19:25Z

Updated entry. Source ACT Glossary of terms

← Older revision		Revision as of 16:19, 25 November 2014
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	The proportion of a hedging instrument required to hedge an underlying position, compared with the amount of the underlying position itself.		The proportion of a hedging instrument required to hedge an underlying position, compared with the amount of the underlying position itself.

	So if four options are required to hedge a position of one unit of the underlying asset, the hedge ratio = ¼ = 0.25.		So if four options are required to hedge a position of one unit of the underlying asset,

			the hedge ratio = ¼

			= 0.25.


	== See also ==		== See also ==
	* [[Dynamic hedging]]		* [[Dynamic hedging]]

imported>Administrator: CSV import

2012-10-23T14:19:47Z

CSV import

New page

The proportion of a hedging instrument required to hedge an underlying position, compared with the amount of the underlying position itself.

So if four options are required to hedge a position of one unit of the underlying asset, the hedge ratio = ¼ = 0.25.

== See also ==
* [[Dynamic hedging]]