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Vanna

name, noun

Definitions

Proper Noun

1
A female given name from the Slavic languages.
2
A surname from Italian.

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. uncountable

Etymology

Etymology 1

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

Etymology 2

From Slavic Vanna, from Ivana (Ѝвана) and Ivanna (Ива́нна), ultimately from Koine Greek Ἰωάννα (Iōánna), from Hebrew יוֹחָנָה (Yôḥānāh, literally “God is gracious”), the feminized form of יְהוֹחָנָן (Yəhōḥānān) which produced John and its many doublets. Doublet of Ivanka, Jan, Janelle, Janet, Janey, Janine, Jeanette, Jeanie, Jeannette, Jeannine, Jen, Jenna, Jenny, Jessie, Jo, Jody, Juanita, Shanae, and Sinead.

Etymology 3

From Italian Vanna.

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