Stocks
2.45USD
FirstLast
Payoff at expiry USD-2.4527.55
Value today USD-2.4527.87
Greeks
Delta
0.53
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Gamma
0.07
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Theta per day
-0.04
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Vega per vol point
0.11
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Rho per rate point
0.04
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Value
Intrinsic value
0.00USD
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Time value
2.45USD
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Break-even at expiry
102.45USD
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Chance in the money
51.09%
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