JAMBES
| Dir. | QtΓ© | Type | Strike ($/%) | Expiry | DTE | Prime ($) | IV (%) | Ξ | ΞΈ/j | Ξ½/1% |
|---|
Profit / Perte β diagramme Γ l'expiration
ScΓ©narios spot seul
Spot β10%β
Spot β5%β
Spot β2%β
Spot inchangΓ©β
Spot +2%β
Spot +5%β
Spot +10%β
ScΓ©narios spot + vol corrΓ©lΓ©e
Ξ²
?
β10% Β· β
β5% Β· β
β2% Β· β
inchangΓ© Β· β
+2% Β· β
+5% Β· β
+10% Β· β
Grecs portefeuille
Delta (Ξ)β
Gamma (Ξ)β
Theta ΞΈ/jβ
Vega Ξ½/1%IVβ
IV netteβ
β± Temps Γ©coulΓ© (jours)0 j
π Variation IV+0%
π Variation spot (pts)+0