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Quantitative Finance

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    $\begingroup$ Do you mean computing delta as finite difference? If so, as long as you have $F \neq S$, bumping F by 1% will not be identical to bumping S by 1 %. Side remark, you wouldn't usually just bump up but use something like this. $\endgroup$
    – AKdemy
    Commented Aug 30, 2023 at 15:43
  • $\begingroup$ yes, using central difference per wiki , but can you please elaborate on "as long as you have F≠S , bumping F by 1% will not be identical to bumping S by 1 %.? $\endgroup$
    – gregV
    Commented Sep 1, 2023 at 15:06
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    $\begingroup$ Well, a 1% bump of a value of 100 isn't the same as a 1% bump of 99.5 for example. $\endgroup$
    – AKdemy
    Commented Sep 1, 2023 at 22:40