Net debit
3.43
See the payoff at expiry and today's model value for a book of options. Dividend yield is treated as zero.
| Type | Side | Strike | Qty | Premium | Remove |
|---|---|---|---|---|---|
Net debit
3.43
Max profit
Unlimited
Max loss
3.43
Breakeven
103.43
Prob. of profit
33.2%
| Position | Delta | Gamma | Theta / day | Vega / 1% |
|---|---|---|---|---|
| Strategy | 0.5172 | 0.0463 | -0.0571 | 0.1143 |
| 1 · Long call 100 | 0.5172 | 0.0463 | -0.0571 | 0.1143 |