Hedge ratio

β · (σ_s/σ_f).

Created by: Renato Passos, Eng. de Software
Reviewed by: Renato Passos, Eng. de Software

Last updated: Apr 18, 2026

β

σ spot

σ futuro

h*

1,0000

Other Derivativos calculators

Forward preço teórico Swap taxa fixa equivalente Futuro preço justo Valor intrínseco call Valor intrínseco put Delta call aprox (ITM≈1)