0 |
0% |
143,55 |
147,7 |
0 |
160,00 |
0 |
0% |
0 |
1,27 |
0 |
AMGN Call 160,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloAMGN|20240607|160.00C
Delta0,9663
Vol. Impl.2,8626
Denaro143,55
Gamma0,0006
Teoretico147,7
Lettera147,7
Theta-0,6427
Valore Intrinseco145,85
Volume0
Vega0,0314
Valore Tempo-145,85
Open Interest0
Rho0,0227
Delta / Theta-1,5034
AMGN Put 160,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloAMGN|20240607|160.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera1,27
Theta0
Valore Intrinseco-145,85
Volume0
Vega0
Valore Tempo145,85
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
138,55 |
142,75 |
0 |
165,00 |
0 |
0% |
0 |
1,26 |
0 |
AMGN Call 165,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloAMGN|20240607|165.00C
Delta0,9643
Vol. Impl.2,7588
Denaro138,55
Gamma0,0007
Teoretico142,75
Lettera142,75
Theta-0,6502
Valore Intrinseco140,85
Volume0
Vega0,033
Valore Tempo-140,85
Open Interest0
Rho0,0238
Delta / Theta-1,483
AMGN Put 165,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloAMGN|20240607|165.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera1,26
Theta0
Valore Intrinseco-140,85
Volume0
Vega0
Valore Tempo140,85
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
133,55 |
137,7 |
0 |
170,00 |
0 |
0% |
0 |
1,27 |
0 |
AMGN Call 170,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloAMGN|20240607|170.00C
Delta0,9634
Vol. Impl.2,6279
Denaro133,55
Gamma0,0007
Teoretico137,7
Lettera137,7
Theta-0,6319
Valore Intrinseco135,85
Volume0
Vega0,0336
Valore Tempo-135,85
Open Interest0
Rho0,0248
Delta / Theta-1,5248
AMGN Put 170,00
Scad.: 07.06.2024
Ultimo: 0
Var.: 0%
SimboloAMGN|20240607|170.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera1,27
Theta0
Valore Intrinseco-135,85
Volume0
Vega0
Valore Tempo135,85
Open Interest0
Rho0
Delta / Theta0
|
|
305,85 |
Prezzo @ 31.05.2024 20:58 GMT |
2,59 |
52,35% |
2,53 |
2,83 |
95 |
307,50 |
4,9 |
-21,6% |
3,5 |
4,3 |
28 |
AMGN Call 307,50
Scad.: 07.06.2024
Ultimo: 2,59
Var.: 52,35%
SimboloAMGN|20240607|307.50C
Delta0,4326
Vol. Impl.0,1942
Denaro2,53
Gamma0,0478
Teoretico2,59
Lettera2,83
Theta-0,2394
Valore Intrinseco-1,65
Volume95
Vega0,1665
Valore Tempo4,24
Open Interest39
Rho0,0249
Delta / Theta-1,8068
AMGN Put 307,50
Scad.: 07.06.2024
Ultimo: 4,9
Var.: -21,6%
SimboloAMGN|20240607|307.50P
Delta-0,5744
Vol. Impl.0,1817
Denaro3,5
Gamma0,0512
Teoretico3,9
Lettera4,3
Theta-0,2051
Valore Intrinseco1,65
Volume28
Vega0,1658
Valore Tempo3,25
Open Interest35
Rho-0,0286
Delta / Theta2,8015
|
1,47 |
30,09% |
1,6 |
1,84 |
135 |
310,00 |
6,6 |
-19,02% |
5,55 |
7 |
47 |
AMGN Call 310,00
Scad.: 07.06.2024
Ultimo: 1,47
Var.: 30,09%
SimboloAMGN|20240607|310.00C
Delta0,3213
Vol. Impl.0,197
Denaro1,6
Gamma0,0429
Teoretico1,72
Lettera1,84
Theta-0,2197
Valore Intrinseco-4,15
Volume135
Vega0,1517
Valore Tempo5,62
Open Interest141
Rho0,0185
Delta / Theta-1,4627
AMGN Put 310,00
Scad.: 07.06.2024
Ultimo: 6,6
Var.: -19,02%
SimboloAMGN|20240607|310.00P
Delta-0,6402
Vol. Impl.0,2523
Denaro5,55
Gamma0,0351
Teoretico6,6
Lettera7
Theta-0,2738
Valore Intrinseco4,15
Volume47
Vega0,1582
Valore Tempo2,45
Open Interest504
Rho-0,0317
Delta / Theta2,3387
|
1,01 |
12,22% |
1 |
1,27 |
30 |
312,50 |
9,64 |
0% |
6,95 |
8,1 |
9 |
AMGN Call 312,50
Scad.: 07.06.2024
Ultimo: 1,01
Var.: 12,22%
SimboloAMGN|20240607|312.50C
Delta0,2189
Vol. Impl.0,1926
Denaro1
Gamma0,0362
Teoretico1,01
Lettera1,27
Theta-0,1763
Valore Intrinseco-6,65
Volume30
Vega0,125
Valore Tempo7,66
Open Interest24
Rho0,0126
Delta / Theta-1,2414
AMGN Put 312,50
Scad.: 07.06.2024
Ultimo: 9,64
Var.: 0%
SimboloAMGN|20240607|312.50P
Delta-0,7856
Vol. Impl.0,1916
Denaro6,95
Gamma0,0363
Teoretico7,53
Lettera8,1
Theta-0,156
Valore Intrinseco6,65
Volume9
Vega0,1231
Valore Tempo2,99
Open Interest18
Rho-0,035
Delta / Theta5,036
|