In the "Calculated fair value" area, you see the following calculated results:
|
Field |
Description |
|---|---|
|
Calculated fair value |
The fair value of the option according to Black/Scholes for the currently specified parameter. |
|
Delta |
The calculated delta of the option for the currently specified parameter. |
|
Gamma |
The calculated gamma of the option for the currently specified parameter. |
|
Vega |
The calculated vega of the option for the currently specified parameter. |
|
Theta |
The calculated theta of the option for the currently specified parameter. |
|
Rho |
The calculated rho of the option for the currently specified parameter. |
For more information about this indicator, see the Stock Exchange Glossary (in German only9.