0 |
0% |
9,5 |
14,4 |
0 |
15,00 |
0 |
0% |
0 |
0,75 |
0 |
ORRF Call 15,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|15.00C
Delta0,9683
Vol. Impl.6,6382
Denaro9,5
Gamma0,0077
Teoretico11,95
Lettera14,4
Theta-0,3338
Valore Intrinseco11,82
Volume0
Vega0,001
Valore Tempo-11,82
Open Interest0
Rho0,0003
Delta / Theta-2,9011
ORRF Put 15,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|15.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,75
Theta0
Valore Intrinseco-11,82
Volume0
Vega0
Valore Tempo11,82
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
8,6 |
12 |
0 |
17,50 |
0 |
0% |
0 |
0,75 |
0 |
ORRF Call 17,50
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|17.50C
Delta0,8741
Vol. Impl.9,01
Denaro8,6
Gamma0,0165
Teoretico10,3
Lettera12
Theta-1,3176
Valore Intrinseco9,32
Volume0
Vega0,0029
Valore Tempo-9,32
Open Interest0
Rho0,0003
Delta / Theta-0,6634
ORRF Put 17,50
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|17.50P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,75
Theta0
Valore Intrinseco-9,32
Volume0
Vega0
Valore Tempo9,32
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
6,1 |
9,5 |
0 |
20,00 |
0,5 |
0% |
0 |
0,2 |
0 |
ORRF Call 20,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|20.00C
Delta0,8393
Vol. Impl.6,9666
Denaro6,1
Gamma0,0251
Teoretico7,8
Lettera9,5
Theta-1,2019
Valore Intrinseco6,82
Volume0
Vega0,0034
Valore Tempo-6,82
Open Interest0
Rho0,0004
Delta / Theta-0,6983
ORRF Put 20,00
Scad.: 17.05.2024
Ultimo: 0,5
Var.: 0%
SimboloORRF|20240517|20.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,2
Theta0
Valore Intrinseco-6,82
Volume0
Vega0
Valore Tempo7,32
Open Interest3
Rho0
Delta / Theta0
|
|
26,82 |
Prezzo @ 17.05.2024 17:49 GMT |
0 |
0% |
0 |
2 |
0 |
30,00 |
0 |
0% |
2,5 |
5,5 |
0 |
ORRF Call 30,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|30.00C
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera2
Theta0
Valore Intrinseco-3,18
Volume0
Vega0
Valore Tempo3,18
Open Interest0
Rho0
Delta / Theta0
ORRF Put 30,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|30.00P
Delta-0,7037
Vol. Impl.3,4501
Denaro2,5
Gamma0,0719
Teoretico4
Lettera5,5
Theta-0,8417
Valore Intrinseco3,18
Volume0
Vega0,0048
Valore Tempo-3,18
Open Interest0
Rho-0,0005
Delta / Theta0,8361
|
0 |
0% |
0 |
0,75 |
0 |
35,00 |
0 |
0% |
7,4 |
10 |
0 |
ORRF Call 35,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|35.00C
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,75
Theta0
Valore Intrinseco-8,18
Volume0
Vega0
Valore Tempo8,18
Open Interest0
Rho0
Delta / Theta0
ORRF Put 35,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|35.00P
Delta-0,8332
Vol. Impl.4,7028
Denaro7,4
Gamma0,0381
Teoretico8,7
Lettera10
Theta-0,8287
Valore Intrinseco8,18
Volume0
Vega0,0035
Valore Tempo-8,18
Open Interest0
Rho-0,0007
Delta / Theta1,0054
|
0 |
0% |
0 |
0,75 |
0 |
40,00 |
0 |
0% |
12 |
15,5 |
0 |
ORRF Call 40,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|40.00C
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,75
Theta0
Valore Intrinseco-13,18
Volume0
Vega0
Valore Tempo13,18
Open Interest0
Rho0
Delta / Theta0
ORRF Put 40,00
Scad.: 17.05.2024
Ultimo: 0
Var.: 0%
SimboloORRF|20240517|40.00P
Delta-0,8545
Vol. Impl.6,3057
Denaro12
Gamma0,026
Teoretico13,75
Lettera15,5
Theta-1,0154
Valore Intrinseco13,18
Volume0
Vega0,0032
Valore Tempo-13,18
Open Interest0
Rho-0,0008
Delta / Theta0,8416
|