0 |
0% |
10,5 |
15,4 |
0 |
15,00 |
0 |
0% |
0 |
5 |
0 |
GMAB Call 15,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|15.00C
Delta0,9972
Vol. Impl.1,3527
Denaro10,5
Gamma0,0013
Teoretico12,95
Lettera15,4
Theta-0,0047
Valore Intrinseco12,92
Volume0
Vega0,0004
Valore Tempo-12,92
Open Interest0
Rho0,0045
Delta / Theta-210,2007
GMAB Put 15,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|15.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera5
Theta0
Valore Intrinseco-12,92
Volume0
Vega0
Valore Tempo12,92
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
8 |
12,9 |
0 |
17,50 |
0 |
0% |
0 |
5 |
0 |
GMAB Call 17,50
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|17.50C
Delta0,9986
Vol. Impl.0,9299
Denaro8
Gamma0,001
Teoretico10,45
Lettera12,9
Theta-0,0035
Valore Intrinseco10,42
Volume0
Vega0,0002
Valore Tempo-10,42
Open Interest0
Rho0,0053
Delta / Theta-285,3069
GMAB Put 17,50
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|17.50P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera5
Theta0
Valore Intrinseco-10,42
Volume0
Vega0
Valore Tempo10,42
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
5,5 |
10,4 |
0 |
20,00 |
0 |
0% |
0 |
5 |
0 |
GMAB Call 20,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|20.00C
Delta0,8055
Vol. Impl.3,4215
Denaro5,5
Gamma0,0166
Teoretico10,4
Lettera10,4
Theta-0,2093
Valore Intrinseco7,92
Volume0
Vega0,0133
Valore Tempo-7,92
Open Interest0
Rho0,0036
Delta / Theta-3,8491
GMAB Put 20,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|20.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera5
Theta0
Valore Intrinseco-7,92
Volume0
Vega0
Valore Tempo7,92
Open Interest0
Rho0
Delta / Theta0
|
|
27,92 |
Prezzo @ 10.06.2024 21:00 GMT |
0,25 |
0% |
0 |
1,25 |
0 |
30,00 |
0 |
0% |
0 |
5 |
0 |
GMAB Call 30,00
Scad.: 21.06.2024
Ultimo: 0,25
Var.: 0%
SimboloGMAB|20240621|30.00C
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera1,25
Theta0
Valore Intrinseco-2,08
Volume0
Vega0
Valore Tempo2,33
Open Interest30
Rho0
Delta / Theta0
GMAB Put 30,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|30.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera5
Theta0
Valore Intrinseco2,08
Volume0
Vega0
Valore Tempo-2,08
Open Interest0
Rho0
Delta / Theta0
|
0,1 |
0% |
0 |
0,65 |
0 |
35,00 |
0 |
0% |
4,6 |
9,5 |
0 |
GMAB Call 35,00
Scad.: 21.06.2024
Ultimo: 0,1
Var.: 0%
SimboloGMAB|20240621|35.00C
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,65
Theta0
Valore Intrinseco-7,08
Volume0
Vega0
Valore Tempo7,18
Open Interest6
Rho0
Delta / Theta0
GMAB Put 35,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|35.00P
Delta-0,6254
Vol. Impl.2,4401
Denaro4,6
Gamma0,0321
Teoretico9,5
Lettera9,5
Theta-0,2005
Valore Intrinseco7,08
Volume0
Vega0,0184
Valore Tempo-7,08
Open Interest0
Rho-0,0066
Delta / Theta3,1185
|
0 |
0% |
0 |
0,5 |
0 |
40,00 |
0 |
0% |
9,6 |
14,5 |
0 |
GMAB Call 40,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|40.00C
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,5
Theta0
Valore Intrinseco-12,08
Volume0
Vega0
Valore Tempo12,08
Open Interest0
Rho0
Delta / Theta0
GMAB Put 40,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloGMAB|20240621|40.00P
Delta-0,6671
Vol. Impl.2,9905
Denaro9,6
Gamma0,0251
Teoretico14,5
Lettera14,5
Theta-0,2356
Valore Intrinseco12,08
Volume0
Vega0,0176
Valore Tempo-12,08
Open Interest0
Rho-0,0079
Delta / Theta2,8318
|