| 0 |
0% |
16,1 |
20 |
0 |
15,00 |
0 |
0% |
0 |
0,25 |
0 |
GMAB Call 15,00
Scad.: 18.09.2026
Ultimo: 0
Var.: 0%
SimboloGMAB|20260918|15.00C
Delta0,999
Vol. Impl.1,028
Denaro16,1
Gamma0,0004
Teoretico18,1
Lettera20
Theta-0,0021
Valore Intrinseco18,24
Volume0
Vega0,0003
Valore Tempo-18,24
Open Interest0
Rho0,0102
Delta / Theta-475,019
GMAB Put 15,00
Scad.: 18.09.2026
Ultimo: 0
Var.: 0%
SimboloGMAB|20260918|15.00P
Delta-0,0203
Vol. Impl.1,6542
Denaro0
Gamma0,0034
Teoretico0,13
Lettera0,25
Theta-0,014
Valore Intrinseco-18,24
Volume0
Vega0,0042
Valore Tempo18,24
Open Interest0
Rho-0,0005
Delta / Theta1,454
|
| 0 |
0% |
13,6 |
17,5 |
0 |
17,50 |
0 |
0% |
0 |
2,15 |
0 |
GMAB Call 17,50
Scad.: 18.09.2026
Ultimo: 0
Var.: 0%
SimboloGMAB|20260918|17.50C
Delta0,9974
Vol. Impl.0,9117
Denaro13,6
Gamma0,001
Teoretico15,61
Lettera17,5
Theta-0,003
Valore Intrinseco15,74
Volume0
Vega0,0007
Valore Tempo-15,74
Open Interest0
Rho0,0119
Delta / Theta-333,2466
GMAB Put 17,50
Scad.: 18.09.2026
Ultimo: 0
Var.: 0%
SimboloGMAB|20260918|17.50P
Delta-0,0879
Vol. Impl.2,3245
Denaro0
Gamma0,0079
Teoretico1,08
Lettera2,15
Theta-0,0638
Valore Intrinseco-15,74
Volume0
Vega0,0138
Valore Tempo15,74
Open Interest0
Rho-0,0025
Delta / Theta1,3774
|
| 0 |
0% |
11,1 |
15,4 |
0 |
20,00 |
0 |
0% |
0 |
2,15 |
0 |
GMAB Call 20,00
Scad.: 18.09.2026
Ultimo: 0
Var.: 0%
SimboloGMAB|20260918|20.00C
Delta0,9674
Vol. Impl.1,1382
Denaro11,1
Gamma0,0074
Teoretico13,25
Lettera15,4
Theta-0,0162
Valore Intrinseco13,24
Volume0
Vega0,0063
Valore Tempo-13,24
Open Interest0
Rho0,0128
Delta / Theta-59,708
GMAB Put 20,00
Scad.: 18.09.2026
Ultimo: 0
Var.: 0%
SimboloGMAB|20260918|20.00P
Delta-0,1059
Vol. Impl.1,9393
Denaro0
Gamma0,0109
Teoretico1,08
Lettera2,15
Theta-0,061
Valore Intrinseco-13,24
Volume0
Vega0,0158
Valore Tempo13,24
Open Interest0
Rho-0,0029
Delta / Theta1,7365
|
|
33,24 |
Prezzo @ 24.08.2026 17:37 GMT |
| 0,8 |
-20% |
0,75 |
0,85 |
443 |
35,00 |
2,5 |
0% |
0,75 |
2,75 |
0 |
GMAB Call 35,00
Scad.: 18.09.2026
Ultimo: 0,8
Var.: -20%
SimboloGMAB|20260918|35.00C
Delta0,3379
Vol. Impl.0,4383
Denaro0,75
Gamma0,0964
Teoretico0,8
Lettera0,85
Theta-0,0288
Valore Intrinseco-1,76
Volume443
Vega0,0316
Valore Tempo2,56
Open Interest1.334
Rho0,0071
Delta / Theta-11,7515
GMAB Put 35,00
Scad.: 18.09.2026
Ultimo: 2,5
Var.: 0%
SimboloGMAB|20260918|35.00P
Delta-0,9484
Vol. Impl.0,1529
Denaro0,75
Gamma0,0841
Teoretico1,95
Lettera2,75
Theta-0,0017
Valore Intrinseco1,76
Volume0
Vega0,0084
Valore Tempo0,74
Open Interest20
Rho-0,0059
Delta / Theta557,5697
|
| 0,45 |
0% |
0 |
0,6 |
0 |
40,00 |
0 |
0% |
5,1 |
9 |
0 |
GMAB Call 40,00
Scad.: 18.09.2026
Ultimo: 0,45
Var.: 0%
SimboloGMAB|20260918|40.00C
Delta0,1263
Vol. Impl.0,5885
Denaro0
Gamma0,0407
Teoretico0,3
Lettera0,6
Theta-0,0215
Valore Intrinseco-6,76
Volume0
Vega0,0179
Valore Tempo7,21
Open Interest380
Rho0,0027
Delta / Theta-5,8735
GMAB Put 40,00
Scad.: 18.09.2026
Ultimo: 0
Var.: 0%
SimboloGMAB|20260918|40.00P
Delta-0,9196
Vol. Impl.0,5094
Denaro5,1
Gamma0,035
Teoretico7,05
Lettera9
Theta-0,0111
Valore Intrinseco6,76
Volume0
Vega0,0127
Valore Tempo-6,76
Open Interest0
Rho-0,0126
Delta / Theta82,7181
|