0 |
0% |
134,5 |
139 |
0 |
110,00 |
0 |
0% |
0 |
1,85 |
0 |
VB Call 110,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloVB|20241220|110.00C
Delta0,9647
Vol. Impl.1,7173
Denaro134,5
Gamma0,0006
Teoretico139
Lettera139
Theta-0,1602
Valore Intrinseco136,31
Volume0
Vega0,0585
Valore Tempo-136,31
Open Interest0
Rho0,0919
Delta / Theta-6,0208
VB Put 110,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloVB|20241220|110.00P
Delta-0,0198
Vol. Impl.1,445
Denaro0
Gamma0,0004
Teoretico0,93
Lettera1,85
Theta-0,0761
Valore Intrinseco-136,31
Volume0
Vega0,0361
Valore Tempo136,31
Open Interest0
Rho-0,0051
Delta / Theta0,2605
|
0 |
0% |
130 |
134 |
0 |
115,00 |
0 |
0% |
0 |
1,85 |
0 |
VB Call 115,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloVB|20241220|115.00C
Delta0,9935
Vol. Impl.1,0827
Denaro130
Gamma0,0002
Teoretico132
Lettera134
Theta-0,0363
Valore Intrinseco131,31
Volume0
Vega0,0138
Valore Tempo-131,31
Open Interest0
Rho0,105
Delta / Theta-27,3601
VB Put 115,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloVB|20241220|115.00P
Delta-0,0209
Vol. Impl.1,3736
Denaro0
Gamma0,0005
Teoretico0,93
Lettera1,85
Theta-0,0755
Valore Intrinseco-131,31
Volume0
Vega0,0377
Valore Tempo131,31
Open Interest0
Rho-0,0053
Delta / Theta0,2764
|
0 |
0% |
125 |
129,3 |
0 |
120,00 |
0 |
0% |
0 |
1,85 |
0 |
VB Call 120,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloVB|20241220|120.00C
Delta0,9898
Vol. Impl.1,1012
Denaro125
Gamma0,0003
Teoretico127,15
Lettera129,3
Theta-0,0478
Valore Intrinseco126,31
Volume0
Vega0,0203
Valore Tempo-126,31
Open Interest0
Rho0,1087
Delta / Theta-20,6929
VB Put 120,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloVB|20241220|120.00P
Delta-0,022
Vol. Impl.1,3052
Denaro0
Gamma0,0005
Teoretico0,93
Lettera1,85
Theta-0,0749
Valore Intrinseco-126,31
Volume0
Vega0,0394
Valore Tempo126,31
Open Interest0
Rho-0,0055
Delta / Theta0,2933
|
|
246,31 |
Prezzo @ 16.11.2024 20:31 GMT |
5,76 |
-1,54% |
4,2 |
5,3 |
3 |
250,00 |
7,19 |
0% |
6,5 |
8,1 |
15 |
VB Call 250,00
Scad.: 20.12.2024
Ultimo: 5,76
Var.: -1,54%
SimboloVB|20241220|250.00C
Delta0,4428
Vol. Impl.0,1977
Denaro4,2
Gamma0,0266
Teoretico4,75
Lettera5,3
Theta-0,0997
Valore Intrinseco-3,69
Volume3
Vega0,2968
Valore Tempo9,45
Open Interest114
Rho0,0972
Delta / Theta-4,4412
VB Put 250,00
Scad.: 20.12.2024
Ultimo: 7,19
Var.: 0%
SimboloVB|20241220|250.00P
Delta-0,5749
Vol. Impl.0,1881
Denaro6,5
Gamma0,0284
Teoretico7,19
Lettera8,1
Theta-0,0668
Valore Intrinseco3,69
Volume15
Vega0,2924
Valore Tempo3,5
Open Interest20
Rho-0,1024
Delta / Theta8,6122
|
2,7 |
-47,37% |
2,15 |
3,4 |
11 |
255,00 |
7,8 |
0% |
8,9 |
11,3 |
0 |
VB Call 255,00
Scad.: 20.12.2024
Ultimo: 2,7
Var.: -47,37%
SimboloVB|20241220|255.00C
Delta0,3081
Vol. Impl.0,1875
Denaro2,15
Gamma0,025
Teoretico2,7
Lettera3,4
Theta-0,0823
Valore Intrinseco-8,69
Volume11
Vega0,2645
Valore Tempo11,39
Open Interest1.242
Rho0,0682
Delta / Theta-3,7434
VB Put 255,00
Scad.: 20.12.2024
Ultimo: 7,8
Var.: 0%
SimboloVB|20241220|255.00P
Delta-0,7372
Vol. Impl.0,1717
Denaro8,9
Gamma0,0264
Teoretico10,1
Lettera11,3
Theta-0,046
Valore Intrinseco8,69
Volume0
Vega0,2393
Valore Tempo-0,89
Open Interest13
Rho-0,1048
Delta / Theta16,0306
|
2 |
-26,74% |
1,1 |
1,8 |
1 |
260,00 |
0 |
0% |
12,9 |
15,6 |
0 |
VB Call 260,00
Scad.: 20.12.2024
Ultimo: 2
Var.: -26,74%
SimboloVB|20241220|260.00C
Delta0,1948
Vol. Impl.0,1834
Denaro1,1
Gamma0,02
Teoretico1,45
Lettera1,8
Theta-0,0618
Valore Intrinseco-13,69
Volume1
Vega0,2071
Valore Tempo15,69
Open Interest84
Rho0,0433
Delta / Theta-3,1498
VB Put 260,00
Scad.: 20.12.2024
Ultimo: 0
Var.: 0%
SimboloVB|20241220|260.00P
Delta-0,8494
Vol. Impl.0,1773
Denaro12,9
Gamma0,0186
Teoretico14,25
Lettera15,6
Theta-0,0308
Valore Intrinseco13,69
Volume0
Vega0,1684
Valore Tempo-13,69
Open Interest0
Rho-0,0953
Delta / Theta27,6139
|