Option sensitivity

Option sensitivities are "inefficient calculation structures" in the price taxation of warrants . Warrant prices are calculated using the Black-Scholes model . It is assumed here that the price of the underlying asset does not jump in price without filling this gap with sales.

If there is a price movement that suddenly changes the lever and also influences the other manipulated variables of the option, then there is an “inefficient structure”. It can be the case that the price of an option is inflated or cheap for a short time.