0 |
0% |
5,8 |
9 |
0 |
13,00 |
0 |
0% |
0 |
1,65 |
0 |
SRET Call 13,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|13.00C
Delta0,911
Vol. Impl.1,3054
Denaro5,8
Gamma0,0215
Teoretico7,4
Lettera9
Theta-0,0214
Valore Intrinseco7,12
Volume0
Vega0,0092
Valore Tempo-7,12
Open Interest0
Rho0,0089
Delta / Theta-42,564
SRET Put 13,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|13.00P
Delta-0,1309
Vol. Impl.1,7302
Denaro0
Gamma0,0215
Teoretico0,83
Lettera1,65
Theta-0,0348
Valore Intrinseco-7,12
Volume0
Vega0,0122
Valore Tempo7,12
Open Interest0
Rho-0,0026
Delta / Theta3,7671
|
0 |
0% |
4,8 |
8 |
0 |
14,00 |
0 |
0% |
0 |
1,65 |
0 |
SRET Call 14,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|14.00C
Delta0,8986
Vol. Impl.1,1288
Denaro4,8
Gamma0,0274
Teoretico6,4
Lettera8
Theta-0,0205
Valore Intrinseco6,12
Volume0
Vega0,0102
Valore Tempo-6,12
Open Interest0
Rho0,0095
Delta / Theta-43,8037
SRET Put 14,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|14.00P
Delta-0,1485
Vol. Impl.1,5198
Denaro0
Gamma0,0266
Teoretico0,82
Lettera1,65
Theta-0,0332
Valore Intrinseco-6,12
Volume0
Vega0,0133
Valore Tempo6,12
Open Interest0
Rho-0,0028
Delta / Theta4,4729
|
0 |
0% |
3,8 |
7 |
0 |
15,00 |
0 |
0% |
0 |
1,65 |
0 |
SRET Call 15,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|15.00C
Delta0,8835
Vol. Impl.0,962
Denaro3,8
Gamma0,0355
Teoretico5,4
Lettera7
Theta-0,0195
Valore Intrinseco5,12
Volume0
Vega0,0112
Valore Tempo-5,12
Open Interest0
Rho0,0101
Delta / Theta-45,3222
SRET Put 15,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|15.00P
Delta-0,1695
Vol. Impl.1,3209
Denaro0
Gamma0,0334
Teoretico0,83
Lettera1,65
Theta-0,0314
Valore Intrinseco-5,12
Volume0
Vega0,0145
Valore Tempo5,12
Open Interest0
Rho-0,0031
Delta / Theta5,3972
|
|
20,12 |
Prezzo @ 20.12.2024 21:12 GMT |
0 |
0% |
0 |
1,75 |
0 |
21,00 |
0,57 |
0% |
0 |
3,1 |
0 |
SRET Call 21,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|21.00C
Delta0,4169
Vol. Impl.0,5513
Denaro0
Gamma0,1235
Teoretico0,88
Lettera1,75
Theta-0,0215
Valore Intrinseco-0,88
Volume0
Vega0,0224
Valore Tempo0,88
Open Interest0
Rho0,0061
Delta / Theta-19,4307
SRET Put 21,00
Scad.: 17.01.2025
Ultimo: 0,57
Var.: 0%
SimboloSRET|20250117|21.00P
Delta-0,6262
Vol. Impl.0,4302
Denaro0
Gamma0,1554
Teoretico1,55
Lettera3,1
Theta-0,0142
Valore Intrinseco0,88
Volume0
Vega0,0217
Valore Tempo-0,31
Open Interest1
Rho-0,009
Delta / Theta44,0881
|
0,15 |
0% |
0 |
0,2 |
0 |
22,00 |
0 |
0% |
0,15 |
3,9 |
0 |
SRET Call 22,00
Scad.: 17.01.2025
Ultimo: 0,15
Var.: 0%
SimboloSRET|20250117|22.00C
Delta0,1304
Vol. Impl.0,2762
Denaro0
Gamma0,1339
Teoretico0,1
Lettera0,2
Theta-0,0059
Valore Intrinseco-1,88
Volume0
Vega0,0121
Valore Tempo2,03
Open Interest1
Rho0,0021
Delta / Theta-22,1128
SRET Put 22,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|22.00P
Delta-0,9347
Vol. Impl.0,2375
Denaro0,15
Gamma0,0995
Teoretico2,03
Lettera3,9
Theta-0,0019
Valore Intrinseco1,88
Volume0
Vega0,0069
Valore Tempo-1,88
Open Interest0
Rho-0,0058
Delta / Theta497,9856
|
0 |
0% |
0 |
1,65 |
0 |
23,00 |
0 |
0% |
1,15 |
4,9 |
0 |
SRET Call 23,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|23.00C
Delta0,3143
Vol. Impl.0,7971
Denaro0
Gamma0,0777
Teoretico0,83
Lettera1,65
Theta-0,0277
Valore Intrinseco-2,88
Volume0
Vega0,0203
Valore Tempo2,88
Open Interest0
Rho0,0045
Delta / Theta-11,3537
SRET Put 23,00
Scad.: 17.01.2025
Ultimo: 0
Var.: 0%
SimboloSRET|20250117|23.00P
Delta-0,949
Vol. Impl.0,318
Denaro1,15
Gamma0,061
Teoretico3,02
Lettera4,9
Theta-0,0022
Valore Intrinseco2,88
Volume0
Vega0,0057
Valore Tempo-2,88
Open Interest0
Rho-0,0059
Delta / Theta439,7442
|