37,84 |
0% |
36,3 |
39,05 |
2 |
45,00 |
0 |
0% |
0 |
0,01 |
0 |
EFA Call 45,00
Scad.: 14.03.2025
Ultimo: 37,84
Var.: 0%
SimboloEFA|20250314|45.00C
Delta0,9461
Vol. Impl.4,0969
Denaro36,3
Gamma0,0031
Teoretico37,84
Lettera39,05
Theta-0,471
Valore Intrinseco37,44
Volume2
Vega0,0093
Valore Tempo0,4
Open Interest0
Rho0,0033
Delta / Theta-2,0085
EFA Put 45,00
Scad.: 14.03.2025
Ultimo: 0
Var.: 0%
SimboloEFA|20250314|45.00P
Delta-0,001
Vol. Impl.1,9193
Denaro0
Gamma0,0002
Teoretico0,01
Lettera0,01
Theta-0,0072
Valore Intrinseco-37,44
Volume0
Vega0,0003
Valore Tempo37,44
Open Interest0
Rho0
Delta / Theta0,1446
|
0 |
0% |
30,25 |
34,05 |
0 |
50,00 |
0 |
0% |
0 |
0,02 |
0 |
EFA Call 50,00
Scad.: 14.03.2025
Ultimo: 0
Var.: 0%
SimboloEFA|20250314|50.00C
Delta0,9734
Vol. Impl.2,6257
Denaro30,25
Gamma0,0027
Teoretico32,15
Lettera34,05
Theta-0,1661
Valore Intrinseco32,44
Volume0
Vega0,0052
Valore Tempo-32,44
Open Interest0
Rho0,0033
Delta / Theta-5,8592
EFA Put 50,00
Scad.: 14.03.2025
Ultimo: 0
Var.: 0%
SimboloEFA|20250314|50.00P
Delta-0,0022
Vol. Impl.1,7087
Denaro0
Gamma0,0005
Teoretico0,01
Lettera0,02
Theta-0,0127
Valore Intrinseco-32,44
Volume0
Vega0,0006
Valore Tempo32,44
Open Interest0
Rho0
Delta / Theta0,1736
|
0 |
0% |
25,15 |
29,05 |
0 |
55,00 |
0 |
0% |
0 |
0,02 |
0 |
EFA Call 55,00
Scad.: 14.03.2025
Ultimo: 0
Var.: 0%
SimboloEFA|20250314|55.00C
Delta0,9731
Vol. Impl.2,0939
Denaro25,15
Gamma0,0035
Teoretico27,1
Lettera29,05
Theta-0,1332
Valore Intrinseco27,44
Volume0
Vega0,0053
Valore Tempo-27,44
Open Interest0
Rho0,0035
Delta / Theta-7,3037
EFA Put 55,00
Scad.: 14.03.2025
Ultimo: 0
Var.: 0%
SimboloEFA|20250314|55.00P
Delta-0,0027
Vol. Impl.1,4017
Denaro0
Gamma0,0007
Teoretico0,01
Lettera0,02
Theta-0,0124
Valore Intrinseco-27,44
Volume0
Vega0,0007
Valore Tempo27,44
Open Interest0
Rho0
Delta / Theta0,2154
|
|
82,44 |
Prezzo @ 10.03.2025 20:18 GMT |
1,96 |
0% |
0,51 |
0,73 |
0 |
82,50 |
0,95 |
0% |
0,84 |
0,96 |
80 |
EFA Call 82,50
Scad.: 14.03.2025
Ultimo: 1,96
Var.: 0%
SimboloEFA|20250314|82.50C
Delta0,3992
Vol. Impl.0,2585
Denaro0,51
Gamma0,1743
Teoretico0,62
Lettera0,73
Theta-0,1051
Valore Intrinseco-0,06
Volume0
Vega0,0331
Valore Tempo2,02
Open Interest63
Rho0,0031
Delta / Theta-3,7982
EFA Put 82,50
Scad.: 14.03.2025
Ultimo: 0,95
Var.: 0%
SimboloEFA|20250314|82.50P
Delta-0,5227
Vol. Impl.0,253
Denaro0,84
Gamma0,1825
Teoretico0,95
Lettera0,96
Theta-0,111
Valore Intrinseco0,06
Volume80
Vega0,0343
Valore Tempo0,89
Open Interest357
Rho-0,0048
Delta / Theta4,7081
|
1,46 |
0% |
0,24 |
0,47 |
0 |
83,00 |
1,21 |
195,12% |
1,41 |
1,65 |
130 |
EFA Call 83,00
Scad.: 14.03.2025
Ultimo: 1,46
Var.: 0%
SimboloEFA|20250314|83.00C
Delta0,2924
Vol. Impl.0,228
Denaro0,24
Gamma0,1758
Teoretico0,36
Lettera0,47
Theta-0,0826
Valore Intrinseco-0,56
Volume0
Vega0,0295
Valore Tempo2,02
Open Interest711
Rho0,0023
Delta / Theta-3,5404
EFA Put 83,00
Scad.: 14.03.2025
Ultimo: 1,21
Var.: 195,12%
SimboloEFA|20250314|83.00P
Delta-0,6874
Vol. Impl.0,2534
Denaro1,41
Gamma0,1627
Teoretico1,53
Lettera1,65
Theta-0,0993
Valore Intrinseco0,56
Volume130
Vega0,0303
Valore Tempo0,65
Open Interest9
Rho-0,0063
Delta / Theta6,9198
|
1,37 |
0% |
0,2 |
0,39 |
0 |
83,50 |
1,3 |
202,33% |
1,65 |
1,9 |
100 |
EFA Call 83,50
Scad.: 14.03.2025
Ultimo: 1,37
Var.: 0%
SimboloEFA|20250314|83.50C
Delta0,2359
Vol. Impl.0,2521
Denaro0,2
Gamma0,1425
Teoretico0,3
Lettera0,39
Theta-0,0821
Valore Intrinseco-1,06
Volume0
Vega0,0264
Valore Tempo2,43
Open Interest160
Rho0,0019
Delta / Theta-2,8738
EFA Put 83,50
Scad.: 14.03.2025
Ultimo: 1,3
Var.: 202,33%
SimboloEFA|20250314|83.50P
Delta-0,814
Vol. Impl.0,2041
Denaro1,65
Gamma0,1526
Teoretico1,78
Lettera1,9
Theta-0,0623
Valore Intrinseco1,06
Volume100
Vega0,0229
Valore Tempo0,24
Open Interest6
Rho-0,0075
Delta / Theta13,058
|