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Orix LTD
Orix LTD
d1 -0.033779 d1 0.664654 d1
d2 -0.362478 d2 0.335955 d2
N(d1) 0.486527 N(d1) 0.746864 N(d1)
N(d2) 0.358497 N(d2) 0.631547 N(d2)
Call Option Value $2.73 Call Option Value $5.54 Call Option Value
Intrinsic Value $0.00 Intrinsic Value $3.00 Intrinsic Value
Speculative Prem. $2.73 Speculative Prem. $2.54 Speculative Prem.
Put Option Value $4.49 Put Option Value $1.56 Put Option Value
Intrinsic Value $3.00 Intrinsic Value $0.00 Intrinsic Value
Speculative Prem. $1.49 Speculative Prem. $1.56 Speculative Prem.
-0.033779 d1 0.664654
-0.362478 d2 0.335955
0.486527 N(d1) 0.746864
0.358497 N(d2) 0.631547
$2.73 Call Option Value $5.54
$0.00 Intrinsic Value $3.00
$2.73 Speculative Prem. $2.54
$4.49 Put Option Value $1.56
$3.00 Intrinsic Value $0.00
$1.49 Speculative Prem. $1.56
Call
0.4865 Delta 0.7469
0.0462 Gamma 0.0371
-4.3058 Theta -3.9720
7.4008 Vega 5.9374
5.021906 Rho 7.032111
Put
-0.5135 Delta -0.2531
0.0462 Gamma 0.0371
-1.8914 Theta -2.0529
7.4008 Vega 5.9374
-8.986304 Rho -4.10262