THE 5-SECOND TRICK FOR PNL

And this will depend on the rebalancing frequency. But "envisioned P&L" refers to a median about all feasible cost paths. So There is certainly not always a contradiction listed here. $endgroup$In expenditure banking, PnL explained (also referred to as P&L reveal, P&L attribution or earnings and reduction spelled out) is an earnings statement with

ExIRExIR 16711 bronze badge $endgroup$ 1 $begingroup$ Thanks for aiding, but does that signify theta pnl only partially offsets Gamma pnl rather than totally regardless of whether implied vol = recognized vol? Due to the fact assuming fascination fees are zero, there is not any other supply of creating cash. $endgroup$$begingroup$ Assuming that you