Click on the Bloomberg Terminal screen to examine the delta of four options on the OVME function. Which option has the highest sensitive theoretical value? 2 3 4 Option 1 Option 2 Option 3 Option 4 Option Valuation Equity/IR 18 Ticket in Send Trade Settle 08/15/2020 08:17 08/17/2020 2.85 Time Value -0.52 Gearing 0.02 Break Even (8) 72.94 11.83 4.85 Asset Actions Products Views Settings 12 Solver (Vol). 13 Load 14 Save 15 Trade. 20 Deal 1 31 Pricing 30 Scenario 33) Matrix 30 Volatility 19 Backtest Underlying GOOGL US Equity ALPHABET INC-A Und, Price Mid 1.504.215 USD Results Price (Total) 127.15 Currency USD Vega Price (Share) 127.1549 Delta (8) 62.14 Theta Price () 8.4532 Gamma () 2.3053 Rho American Vanilla Leg 1. Style Vanilla Exercise American Call/Put Call Direction Buy Strike 1.450.00 Strike 5 Money 3.60% ITH Shares 1.00 Expiry 11/13/2020 16:30 Time to Expiry 90 08:13 Model BS - disc BVOL 3 Ask 33.1611 Forward Carry 1.505.23 USD Rate MMkt 0.2805 Dividend Yield 0.0009 Discounted Div Flow 0.00 Borrow Cost Vol Asset . Actions Products. Views : Settings Option Valuation Equity/IR 19 Trade Ticket. Trade Settle 08/15/2020 08/17/2020 DBA12 Vega 2.98 Time Value -0.53 Gearing 0.02 Break-Even (8) 96.48 15.59 6.47 solver (vol). 11) Load 14 Save 20 Deal 1 21. 31 Pricing 30 Scenario 3D Matrix 39 Volatility 19 Backtest GOOGL US Equity ALPHABET INC-A und Price Mid 1.504.215 USD Results Price (Total) 96.48 Currency USD Price (Share) 96.4750 Delta (6) 53.24 Theta Price () 6.4136 Gamma (8) 2.4735 Rho American Vanilla Leg 1. Style Vanilla Exercise American Call/Put Call Direction Buy Strike 1.505.00 Strike Money 0.05% OTM Shares 1.00 Expiry 11/13/2020 16:30 Time to Expiry 90 08:13 Model BS disc Vol BVOD 3 Ask 32.3116 Forward Carry 1.505.22 USD Rate MMK Dividend Yield 0.0009 Discounted Div Flow 0.00 Borrow Cost 22 Option Valuation Equity/IR 19 Ticket - 1 Send. Trade Settle 08/15/2020 08/17/2020 08:17 2.98 Time Value -0.53 Gearing 0.02 Break-Even (8) 95.98 15.67 6.50 Asset . Actions Products Views Settings 12 Solver (vol). 13 Load 10 Save 19 Trade 21 Deal 1 20+ 31 Pricing 32 Scenario 33 Matrix 3 Volatility 39 Backtest Underlying GOOGL US Equity ALPHABET INC-A Und. Price Mid 1.504.215 USD Results Price (Total) 95.98 Currency USD Vega Price (Share) 95.9834 Delta ($) 53.08 Theta Price (8) 6.3810 Gamma (8) 2.4750 Rho American Vanilla Leg 1. Style Vanilla Exercise American Call/Put Call Direction Buy Strike 1.506,00 Strike Money 0.12 OTM Shares 1.00 Expiry 11/13/2020 16:30 Time to Expiry 90 08:13 Model BS disc Vol BVOL Ask 32.3033 Forward Carry USD Rate MK Dividend Yield 0.000 Discounted Div Flow Borrow Cost . 02 Option Valuation Equity/IR 18 Ticket 1 Send - Trade Settle 08/15/2020 08:17 08/17/2020 2.98 Time Value -0.53 Gearing 0.02 Break-Even (8) 95.98 15.67 6.50 Asset Actions Products Views Settings 12 Solver (vol). 13 Load 10 Save 19 Trade 20 Deal 1 3D Pricing 32 Scenario 30 Matrix 34 Volatility 19 Backtest Underlying GOOGL US Equity ALPHABET INCA Und. Price Mid 1.504.215 USD Results Price (Total) 95.98 Currency USD Vega Price (Share) 95.9834 Delta (0) 53.08 Theta Price (8) 6.3810 Gamma (6) 2.4750 Rho American Vanilla Leg 1. Style Vanilla Exercise American Call/Put Call Direction Buy Strike 1,506.00 Strike Money 0.125 OTN Shares 1.00 Expiry 11/13/2020 16:30 Time to Expiry 90 08:13 Model BS disc Vol BVOL S Ask 32 303 Forward Carry 1.505.22 USD Rate MMK S 0.2809 Dividend Yield 0.0008 Discounted Div Flow 0.00 Borrow Cost 0.000
