delta

0.21
prix option
actuelle
0.19

si option
parit
varie de
devisesomme couvrir ()0,01 alors
actuelle
sous-jacent
varie de
105,000
0.01
1.43
parit somme couvrir
option
($)
0.10

150150

Nombre de put
acheter
49528

Cot de la couverture
()
9410.38

valeur modifier

prix du warrant
-0.06
-0.05
-0.04
-0.03
-0.02
-0.01
0.00
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.10
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.20
0.21
0.22
0.23
0.24
0.25
0.26
0.27

0.28
0.29
0.30
0.31
0.32
0.33
0.34
0.35
0.36
0.37
0.38
0.39
0.40
0.41
0.42
0.43
0.44
0.45
0.46
0.47
0.48
0.49
0.50
0.51
0.52
0.53
0.54
0.55
0.56
0.57
0.58
0.59
0.60
0.61
0.62
0.63
0.64
0.65
0.66
0.67

variation valeur de la
parit EUR/USD
parit couverture ()
1.59825
1.59152
1.58479
1.57806
1.57133
1.56460
1.55787
1.55114
1.54441
1.53768
1.53095
1.52422
1.51749
1.51076
1.50403
1.49730
1.49057
1.48384
1.47711
1.47038
1.46365
1.45692
1.45019
1.44346
1.43673
1.43000
1.42327
1.41654
1.40981
1.40308
1.39635
1.38962
1.38289
1.37616

11.77%
11.30%
10.82%
10.35%
9.88%
9.41%
8.94%
8.47%
8.00%
7.53%
7.06%
6.59%
6.12%
5.65%
5.18%
4.71%
4.24%
3.77%
3.29%
2.82%
2.35%
1.88%
1.41%
0.94%
0.47%
0.00%
-0.47%
-0.94%
-1.41%
-1.88%
-2.35%
-2.82%
-3.29%
-3.77%

-2,971.70
-2,476.42
-1,981.13
-1,485.85
-990.57
-495.28
0.00
495.28
990.57
1,485.85
1,981.13
2,476.42
2,971.70
3,466.98
3,962.26
4,457.55
4,952.83
5,448.11
5,943.40
6,438.68
6,933.96
7,429.25
7,924.53
8,419.81
8,915.09
9,410.38
9,905.66
10,400.94
10,896.23
11,391.51
11,886.79
12,382.08
12,877.36
13,372.64

gain/perte sur
valeur
la couverture
portefeuille ($)
()
-12,382.08
93,946.50
-11,886.79
94,343.77
-11,391.51
94,744.41
-10,896.23
95,148.47
-10,400.94
95,555.99
-9,905.66
95,967.02
-9,410.38
96,381.60
-8,915.09
96,799.77
-8,419.81
97,221.59
-7,924.53
97,647.10
-7,429.25
98,076.36
-6,933.96
98,509.40
-6,438.68
98,946.29
-5,943.40
99,387.06
-5,448.11
99,831.79
-4,952.83
100,280.50
-4,457.55
100,733.28
-3,962.26
101,190.16
-3,466.98
101,651.20
-2,971.70
102,116.46
-2,476.42
102,586.00
-1,981.13
103,059.88
-1,485.85
103,538.16
-990.57
104,020.89
-495.28
104,508.15
0.00
105,000.00
495.28
105,496.50
990.57
105,997.71
1,485.85
106,503.71
1,981.13
107,014.57
2,476.42
107,530.35
2,971.70
108,051.12
3,466.98
108,576.97
3,962.26
109,107.95

1.36943
1.36270
1.35597
1.34924
1.34251
1.33578
1.32905
1.32232
1.31559
1.30886
1.30213
1.29540
1.28867
1.28194
1.27521
1.26848
1.26175
1.25502
1.24829
1.24156
1.23483
1.22810
1.22137
1.21464
1.20791
1.20118
1.19445
1.18772
1.18099
1.17426
1.16753
1.16080
1.15407
1.14734
1.14061
1.13388
1.12715
1.12042
1.11369
1.10696

-4.24%
-4.71%
-5.18%
-5.65%
-6.12%
-6.59%
-7.06%
-7.53%
-8.00%
-8.47%
-8.94%
-9.41%
-9.88%
-10.35%
-10.82%
-11.30%
-11.77%
-12.24%
-12.71%
-13.18%
-13.65%
-14.12%
-14.59%
-15.06%
-15.53%
-16.00%
-16.47%
-16.94%
-17.41%
-17.88%
-18.35%
-18.83%
-19.30%
-19.77%
-20.24%
-20.71%
-21.18%
-21.65%
-22.12%
-22.59%

13,867.92
14,363.21
14,858.49
15,353.77
15,849.06
16,344.34
16,839.62
17,334.91
17,830.19
18,325.47
18,820.75
19,316.04
19,811.32
20,306.60
20,801.89
21,297.17
21,792.45
22,287.74
22,783.02
23,278.30
23,773.58
24,268.87
24,764.15
25,259.43
25,754.72
26,250.00
26,745.28
27,240.57
27,735.85
28,231.13
28,726.42
29,221.70
29,716.98
30,212.26
30,707.55
31,202.83
31,698.11
32,193.40
32,688.68
33,183.96

4,457.55
4,952.83
5,448.11
5,943.40
6,438.68
6,933.96
7,429.25
7,924.53
8,419.81
8,915.09
9,410.38
9,905.66
10,400.94
10,896.23
11,391.51
11,886.79
12,382.08
12,877.36
13,372.64
13,867.92
14,363.21
14,858.49
15,353.77
15,849.06
16,344.34
16,839.62
17,334.91
17,830.19
18,325.47
18,820.75
19,316.04
19,811.32
20,306.60
20,801.89
21,297.17
21,792.45
22,287.74
22,783.02
23,278.30
23,773.58

109,644.16
110,185.66
110,732.54
111,284.87
111,842.74
112,406.23
112,975.43
113,550.43
114,131.30
114,718.15
115,311.07
115,910.14
116,515.48
117,127.17
117,745.31
118,370.02
119,001.39
119,639.53
120,284.55
120,936.56
121,595.69
122,262.03
122,935.72
123,616.87
124,305.62
125,002.08
125,706.39
126,418.68
127,139.10
127,867.76
128,604.83
129,350.45
130,104.76
130,867.92
131,640.09
132,421.42
133,212.08
134,012.25
134,822.08
135,641.76

gain/perte sur
rsultat global
le portefeuille
-11,053.50
-10,656.23
-10,255.59
-9,851.53
-9,444.01
-9,032.98
-8,618.40
-8,200.23
-7,778.41
-7,352.90
-6,923.64
-6,490.60
-6,053.71
-5,612.94
-5,168.21
-4,719.50
-4,266.72
-3,809.84
-3,348.80
-2,883.54
-2,414.00
-1,940.12
-1,461.84
-979.11
-491.85
0.00
496.50
997.71
1,503.71
2,014.57
2,530.35
3,051.12
3,576.97
4,107.95

-23,435.57
-22,543.02
-21,647.10
-20,747.75
-19,844.95
-18,938.64
-18,028.78
-17,115.32
-16,198.22
-15,277.42
-14,352.89
-13,424.56
-12,492.39
-11,556.33
-10,616.33
-9,672.33
-8,724.27
-7,772.11
-6,815.78
-5,855.24
-4,890.41
-3,921.25
-2,947.69
-1,969.67
-987.13
0.00
991.78
1,988.28
2,989.56
3,995.70
5,006.76
6,022.82
7,043.95
8,070.22

4,644.16
5,185.66
5,732.54
6,284.87
6,842.74
7,406.23
7,975.43
8,550.43
9,131.30
9,718.15
10,311.07
10,910.14
11,515.48
12,127.17
12,745.31
13,370.02
14,001.39
14,639.53
15,284.55
15,936.56
16,595.69
17,262.03
17,935.72
18,616.87
19,305.62
20,002.08
20,706.39
21,418.68
22,139.10
22,867.76
23,604.83
24,350.45
25,104.76
25,867.92
26,640.09
27,421.42
28,212.08
29,012.25
29,822.08
30,641.76

9,101.71
10,138.49
11,180.65
12,228.27
13,281.42
14,340.20
15,404.68
16,474.95
17,551.11
18,633.25
19,721.44
20,815.80
21,916.42
23,023.39
24,136.82
25,256.81
26,383.46
27,516.89
28,657.19
29,804.49
30,958.89
32,120.52
33,289.49
34,465.93
35,649.96
36,841.70
38,041.30
39,248.87
40,464.57
41,688.52
42,920.87
44,161.77
45,411.36
46,669.81
47,937.26
49,213.87
50,499.82
51,795.26
53,100.38
54,415.34

delta

parit
devise
actuelle

0.78
prix
option
actuelle
1.08

1.43
parit
option
0.10

si
option
varie de
somme
0,01
couvrir ()
alors
sousjacent
varie de
105,000
0
somme couvrir ($)
150150

Nombre de Call
acheter

13444
Cot de la couverture ()
14519.85

valeur modifier

prix du warrant
1.53
1.52
1.51
1.50
1.49
1.48
1.47
1.46
1.45
1.44
1.43
1.42
1.41
1.40
1.39
1.38
1.37
1.36
1.35
1.34
1.33
1.32
1.31
1.30
1.29
1.28
1.27
1.26
1.25
1.24
1.23
1.22
1.21

1.20
1.19
1.18
1.17
1.16
1.15
1.14
1.13
1.12
1.11
1.10
1.09
1.08
1.07
1.06
1.05
1.04
1.03
1.02
1.01
1.00
0.99
0.98
0.97
0.96
0.95
0.94
0.93
0.92
0.91
0.90
0.89
0.88
0.87
0.86
0.85
0.84
0.83
0.82
0.81
0.80
0.79
0.78
0.77
0.76
0.75
0.74
0.73
0.72
0.71

0.70
0.69
0.68
0.67
0.66
0.65
0.64
0.63
0.62
0.61
0.60
0.59
0.58
0.57
0.56
0.55
0.54
0.53
0.52
0.51
0.50
0.49
0.48
0.47
0.46
0.45
0.44
0.43
0.42
0.41
0.40
0.39
0.38
0.37
0.36
0.35
0.34
0.33
0.32
0.31
0.30
0.29
0.28
0.27
0.26
0.25
0.24
0.23
0.22
0.21

0.20
0.19
0.18
0.17

erture ()

parit EUR/USD

variation
parit

valeur de la
couverture
()

1.51235
1.51052
1.50869
1.50686
1.50503
1.50320
1.50137
1.49954
1.49771
1.49588
1.49405
1.49222
1.49039
1.48856
1.48673
1.48490
1.48307
1.48124
1.47941
1.47758
1.47575
1.47392
1.47209
1.47026
1.46843
1.46660
1.46477
1.46294
1.46111
1.45928
1.45745
1.45562
1.45379

5.76%
5.63%
5.50%
5.37%
5.25%
5.12%
4.99%
4.86%
4.73%
4.61%
4.48%
4.35%
4.22%
4.10%
3.97%
3.84%
3.71%
3.58%
3.46%
3.33%
3.20%
3.07%
2.94%
2.82%
2.69%
2.56%
2.43%
2.30%
2.18%
2.05%
1.92%
1.79%
1.66%

20,569.78
20,435.34
20,300.90
20,166.45
20,032.01
19,897.57
19,763.12
19,628.68
19,494.24
19,359.80
19,225.35
19,090.91
18,956.47
18,822.02
18,687.58
18,553.14
18,418.69
18,284.25
18,149.81
18,015.36
17,880.92
17,746.48
17,612.04
17,477.59
17,343.15
17,208.71
17,074.26
16,939.82
16,805.38
16,670.93
16,536.49
16,402.05
16,267.61

gain/perte
valeur
gain/perte
sur la
portefeuil
sur le
couverture
le ($) portefeuille
()
6,049.94
###
-5,717.43
5,915.49
###
-5,597.15
5,781.05
###
-5,476.57
5,646.61
###
-5,355.71
5,512.16
###
-5,234.55
5,377.72
###
-5,113.09
5,243.28
###
-4,991.34
5,108.83
###
-4,869.29
4,974.39
###
-4,746.95
4,839.95
###
-4,624.30
4,705.51
###
-4,501.36
4,571.06
###
-4,378.11
4,436.62
###
-4,254.56
4,302.18
###
-4,130.70
4,167.73
###
-4,006.54
4,033.29
###
-3,882.08
3,898.85
###
-3,757.31
3,764.40
###
-3,632.23
3,629.96
###
-3,506.84
3,495.52
###
-3,381.14
3,361.08
###
-3,255.12
3,226.63
###
-3,128.80
3,092.19
###
-3,002.16
2,957.75
###
-2,875.21
2,823.30
###
-2,747.93
2,688.86
###
-2,620.35
2,554.42
###
-2,492.44
2,419.97
###
-2,364.21
2,285.53
###
-2,235.66
2,151.09
###
-2,106.79
2,016.65
###
-1,977.60
1,882.20
###
-1,848.08
1,747.76
###
-1,718.23

1.45196
1.45013
1.44830
1.44647
1.44464
1.44281
1.44098
1.43915
1.43732
1.43549
1.43366
1.43183
1.43000
1.42817
1.42634
1.42451
1.42268
1.42085
1.41902
1.41719
1.41536
1.41353
1.41170
1.40987
1.40804
1.40621
1.40438
1.40255
1.40072
1.39889
1.39706
1.39523
1.39340
1.39157
1.38974
1.38791
1.38608
1.38425
1.38242
1.38059
1.37876
1.37693
1.37510
1.37327
1.37144
1.36961
1.36778
1.36595
1.36412
1.36229

1.54%
1.41%
1.28%
1.15%
1.02%
0.90%
0.77%
0.64%
0.51%
0.38%
0.26%
0.13%
0.00%
-0.13%
-0.26%
-0.38%
-0.51%
-0.64%
-0.77%
-0.90%
-1.02%
-1.15%
-1.28%
-1.41%
-1.54%
-1.66%
-1.79%
-1.92%
-2.05%
-2.18%
-2.30%
-2.43%
-2.56%
-2.69%
-2.82%
-2.94%
-3.07%
-3.20%
-3.33%
-3.46%
-3.58%
-3.71%
-3.84%
-3.97%
-4.10%
-4.22%
-4.35%
-4.48%
-4.61%
-4.73%

16,133.16
15,998.72
15,864.28
15,729.83
15,595.39
15,460.95
15,326.50
15,192.06
15,057.62
14,923.18
14,788.73
14,654.29
14,519.85
14,385.40
14,250.96
14,116.52
13,982.07
13,847.63
13,713.19
13,578.75
13,444.30
13,309.86
13,175.42
13,040.97
12,906.53
12,772.09
12,637.64
12,503.20
12,368.76
12,234.31
12,099.87
11,965.43
11,830.99
11,696.54
11,562.10
11,427.66
11,293.21
11,158.77
11,024.33
10,889.88
10,755.44
10,621.00
10,486.56
10,352.11
10,217.67
10,083.23
9,948.78
9,814.34
9,679.90
9,545.45

1,613.32
1,478.87
1,344.43
1,209.99
1,075.54
941.10
806.66
672.22
537.77
403.33
268.89
134.44
0.00
-134.44
-268.89
-403.33
-537.77
-672.22
-806.66
-941.10
-1,075.54
-1,209.99
-1,344.43
-1,478.87
-1,613.32
-1,747.76
-1,882.20
-2,016.65
-2,151.09
-2,285.53
-2,419.97
-2,554.42
-2,688.86
-2,823.30
-2,957.75
-3,092.19
-3,226.63
-3,361.08
-3,495.52
-3,629.96
-3,764.40
-3,898.85
-4,033.29
-4,167.73
-4,302.18
-4,436.62
-4,571.06
-4,705.51
-4,839.95
-4,974.39

###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###

-1,588.06
-1,457.56
-1,326.73
-1,195.57
-1,064.07
-932.24
-800.08
-667.58
-534.75
-401.57
-268.06
-134.20
0.00
134.54
269.43
404.67
540.25
676.18
812.46
949.10
1,086.08
1,223.43
1,361.12
1,499.18
1,637.60
1,776.37
1,915.51
2,055.01
2,194.87
2,335.10
2,475.70
2,616.67
2,758.00
2,899.71
3,041.79
3,184.25
3,327.08
3,470.29
3,613.88
3,757.85
3,902.20
4,046.94
4,192.06
4,337.57
4,483.46
4,629.75
4,776.43
4,923.50
5,070.96
5,218.82

1.36046
1.35863
1.35680
1.35497
1.35314
1.35131
1.34948
1.34765
1.34582
1.34399
1.34216
1.34033
1.33850
1.33667
1.33484
1.33301
1.33118
1.32935
1.32752
1.32569
1.32386
1.32203
1.32020
1.31837
1.31654
1.31471
1.31288
1.31105
1.30922
1.30739
1.30556
1.30373
1.30190
1.30007
1.29824
1.29641
1.29458
1.29275
1.29092
1.28909
1.28726
1.28543
1.28360
1.28177
1.27994
1.27811
1.27628
1.27445
1.27262
1.27079

-4.86%
-4.99%
-5.12%
-5.25%
-5.37%
-5.50%
-5.63%
-5.76%
-5.89%
-6.01%
-6.14%
-6.27%
-6.40%
-6.53%
-6.65%
-6.78%
-6.91%
-7.04%
-7.17%
-7.29%
-7.42%
-7.55%
-7.68%
-7.81%
-7.93%
-8.06%
-8.19%
-8.32%
-8.45%
-8.57%
-8.70%
-8.83%
-8.96%
-9.09%
-9.21%
-9.34%
-9.47%
-9.60%
-9.73%
-9.85%
-9.98%
-10.11%
-10.24%
-10.37%
-10.49%
-10.62%
-10.75%
-10.88%
-11.01%
-11.13%

9,411.01
9,276.57
9,142.13
9,007.68
8,873.24
8,738.80
8,604.35
8,469.91
8,335.47
8,201.02
8,066.58
7,932.14
7,797.70
7,663.25
7,528.81
7,394.37
7,259.92
7,125.48
6,991.04
6,856.59
6,722.15
6,587.71
6,453.27
6,318.82
6,184.38
6,049.94
5,915.49
5,781.05
5,646.61
5,512.16
5,377.72
5,243.28
5,108.83
4,974.39
4,839.95
4,705.51
4,571.06
4,436.62
4,302.18
4,167.73
4,033.29
3,898.85
3,764.40
3,629.96
3,495.52
3,361.08
3,226.63
3,092.19
2,957.75
2,823.30

-5,108.83
-5,243.28
-5,377.72
-5,512.16
-5,646.61
-5,781.05
-5,915.49
-6,049.94
-6,184.38
-6,318.82
-6,453.27
-6,587.71
-6,722.15
-6,856.59
-6,991.04
-7,125.48
-7,259.92
-7,394.37
-7,528.81
-7,663.25
-7,797.70
-7,932.14
-8,066.58
-8,201.02
-8,335.47
-8,469.91
-8,604.35
-8,738.80
-8,873.24
-9,007.68
-9,142.13
-9,276.57
-9,411.01
-9,545.45
-9,679.90
-9,814.34
-9,948.78
-10,083.23
-10,217.67
-10,352.11
-10,486.56
-10,621.00
-10,755.44
-10,889.88
-11,024.33
-11,158.77
-11,293.21
-11,427.66
-11,562.10
-11,696.54

###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###

5,367.08
5,515.74
5,664.80
5,814.26
5,964.13
6,114.40
6,265.08
6,416.17
6,567.67
6,719.58
6,871.91
7,024.65
7,177.81
7,331.39
7,485.39
7,639.82
7,794.66
7,949.94
8,105.64
8,261.77
8,418.34
8,575.33
8,732.77
8,890.64
9,048.95
9,207.70
9,366.89
9,526.52
9,686.61
9,847.14
10,008.12
10,169.55
10,331.44
10,493.78
10,656.58
10,819.84
10,983.56
11,147.75
11,312.40
11,477.52
11,643.10
11,809.16
11,975.69
12,142.70
12,310.19
12,478.15
12,646.60
12,815.53
12,984.94
13,154.85

1.26896
1.26713
1.26530
1.26347

-11.26%
-11.39%
-11.52%
-11.65%

2,688.86
2,554.42
2,419.97
2,285.53

-11,830.99
-11,965.43
-12,099.87
-12,234.31

###
###
###
###

13,325.24
13,496.13
13,667.51
13,839.39

rsultat global
332.51
318.35
304.48
290.90
277.62
264.63
251.94
239.54
227.44
215.65
204.15
192.95
182.06
171.47
161.19
151.21
141.54
132.18
123.12
114.38
105.95
97.83
90.03
82.54
75.37
68.51
61.98
55.76
49.87
44.30
39.05
34.12
29.53

25.26
21.31
17.70
14.42
11.47
8.86
6.58
4.63
3.03
1.76
0.83
0.24
0.00
0.10
0.54
1.34
2.48
3.96
5.80
8.00
10.54
13.44
16.69
20.31
24.28
28.61
33.30
38.36
43.78
49.57
55.72
62.25
69.14
76.41
84.05
92.06
100.45
109.22
118.36
127.89
137.80
148.09
158.77
169.83
181.29
193.13
205.36
217.99
231.01
244.43

258.25
272.46
287.08
302.10
317.52
333.35
349.59
366.23
383.29
400.76
418.64
436.94
455.66
474.80
494.35
514.34
534.74
555.57
576.83
598.52
620.64
643.20
666.19
689.61
713.48
737.79
762.53
787.73
813.37
839.46
865.99
892.98
920.43
948.33
976.68
1,005.50
1,034.78
1,064.52
1,094.73
1,125.40
1,156.55
1,188.16
1,220.25
1,252.82
1,285.86
1,319.38
1,353.38
1,387.87
1,422.84
1,458.31

1,494.26
1,530.70
1,567.64
1,605.07