0 |
0% |
16,05 |
18 |
0 |
15,00 |
0 |
0% |
0 |
0,05 |
0 |
UBS Call 15,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloUBS|20240621|15.00C
Delta0,9749
Vol. Impl.1,7905
Denaro16,05
Gamma0,0042
Teoretico17,03
Lettera18
Theta-0,0184
Valore Intrinseco16,88
Volume0
Vega0,0043
Valore Tempo-16,88
Open Interest0
Rho0,0059
Delta / Theta-52,9017
UBS Put 15,00
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloUBS|20240621|15.00P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,05
Theta0
Valore Intrinseco-16,88
Volume0
Vega0
Valore Tempo16,88
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
14,35 |
14,55 |
0 |
17,50 |
0,01 |
0% |
0 |
0,03 |
0 |
UBS Call 17,50
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloUBS|20240621|17.50C
Delta0,9819
Vol. Impl.1,2732
Denaro14,35
Gamma0,0043
Teoretico14,45
Lettera14,55
Theta-0,0099
Valore Intrinseco14,38
Volume0
Vega0,0032
Valore Tempo-14,38
Open Interest0
Rho0,0074
Delta / Theta-98,8362
UBS Put 17,50
Scad.: 21.06.2024
Ultimo: 0,01
Var.: 0%
SimboloUBS|20240621|17.50P
Delta0
Vol. Impl.0
Denaro0
Gamma0
Teoretico0
Lettera0,03
Theta0
Valore Intrinseco-14,38
Volume0
Vega0
Valore Tempo14,39
Open Interest167
Rho0
Delta / Theta0
|
9,85 |
0% |
10 |
13,05 |
0 |
20,00 |
0,01 |
0% |
0 |
0,01 |
3 |
UBS Call 20,00
Scad.: 21.06.2024
Ultimo: 9,85
Var.: 0%
SimboloUBS|20240621|20.00C
Delta0,8811
Vol. Impl.2,0819
Denaro10
Gamma0,0124
Teoretico13,05
Lettera13,05
Theta-0,0749
Valore Intrinseco11,88
Volume0
Vega0,0151
Valore Tempo-2,03
Open Interest1
Rho0,0077
Delta / Theta-11,767
UBS Put 20,00
Scad.: 21.06.2024
Ultimo: 0,01
Var.: 0%
SimboloUBS|20240621|20.00P
Delta-0,005
Vol. Impl.0,785
Denaro0
Gamma0,0024
Teoretico0,01
Lettera0,01
Theta-0,002
Valore Intrinseco-11,88
Volume3
Vega0,0011
Valore Tempo11,89
Open Interest3.880
Rho-0,0001
Delta / Theta2,4316
|
|
31,88 |
Prezzo @ 31.05.2024 20:56 GMT |
0,41 |
86,36% |
0,38 |
0,53 |
759 |
32,50 |
0,93 |
-41,51% |
0,82 |
0,98 |
103 |
UBS Call 32,50
Scad.: 21.06.2024
Ultimo: 0,41
Var.: 86,36%
SimboloUBS|20240621|32.50C
Delta0,3732
Vol. Impl.0,2138
Denaro0,38
Gamma0,2314
Teoretico0,41
Lettera0,53
Theta-0,0155
Valore Intrinseco-0,62
Volume759
Vega0,0289
Valore Tempo1,03
Open Interest398
Rho0,0066
Delta / Theta-24,1105
UBS Put 32,50
Scad.: 21.06.2024
Ultimo: 0,93
Var.: -41,51%
SimboloUBS|20240621|32.50P
Delta-0,6454
Vol. Impl.0,1935
Denaro0,82
Gamma0,2541
Teoretico0,93
Lettera0,98
Theta-0,0119
Valore Intrinseco0,62
Volume103
Vega0,0283
Valore Tempo0,31
Open Interest37
Rho-0,0096
Delta / Theta54,419
|
0,04 |
0% |
0,02 |
0,06 |
42 |
35,00 |
3,55 |
0% |
3 |
4,15 |
16 |
UBS Call 35,00
Scad.: 21.06.2024
Ultimo: 0,04
Var.: 0%
SimboloUBS|20240621|35.00C
Delta0,0539
Vol. Impl.0,2343
Denaro0,02
Gamma0,061
Teoretico0,04
Lettera0,06
Theta-0,0048
Valore Intrinseco-3,12
Volume42
Vega0,0084
Valore Tempo3,16
Open Interest216
Rho0,001
Delta / Theta-11,2716
UBS Put 35,00
Scad.: 21.06.2024
Ultimo: 3,55
Var.: 0%
SimboloUBS|20240621|35.00P
Delta-0,7697
Vol. Impl.0,4855
Denaro3
Gamma0,0824
Teoretico3,55
Lettera4,15
Theta-0,0251
Valore Intrinseco3,12
Volume16
Vega0,0231
Valore Tempo0,43
Open Interest0
Rho-0,012
Delta / Theta30,6434
|
0,01 |
0% |
0,02 |
0,03 |
0 |
37,50 |
0 |
0% |
5,5 |
6,7 |
0 |
UBS Call 37,50
Scad.: 21.06.2024
Ultimo: 0,01
Var.: 0%
SimboloUBS|20240621|37.50C
Delta0,0261
Vol. Impl.0,3386
Denaro0,02
Gamma0,0234
Teoretico0,03
Lettera0,03
Theta-0,0038
Valore Intrinseco-5,62
Volume0
Vega0,0046
Valore Tempo5,63
Open Interest1
Rho0,0005
Delta / Theta-6,8897
UBS Put 37,50
Scad.: 21.06.2024
Ultimo: 0
Var.: 0%
SimboloUBS|20240621|37.50P
Delta-0,809
Vol. Impl.0,7039
Denaro5,5
Gamma0,0508
Teoretico6,1
Lettera6,7
Theta-0,0328
Valore Intrinseco5,62
Volume0
Vega0,0207
Valore Tempo-5,62
Open Interest0
Rho-0,0133
Delta / Theta24,6564
|