Field | Result 1 | Result 2 |
---|---|---|
Spot | ||
Forward | ||
Volatility | ||
Interest Rate | ||
Borrow Rate | ||
Variance Tenor | ||
Hedge Tenor | ||
Carry Tenor | ||
Premium | ||
European Premium | ||
Early Exercise Premium | ||
Time Value | ||
Intrinsic | ||
Forward Intrinsic | ||
Delta | ||
Gamma | ||
Theta | ||
Vega | ||
Rho | ||
Phi | ||
Vanna | ||
Volga | ||
Delta Decay | ||
Fugit |
(1) | (2) | (2) - (1) |
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