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If you're asking what the FX Outright for 1M EUR/PLN is, given that table, then yes the answer is just outright = spot + fwd points, which is 3.4550 + 0.0079 = 3.4629 (you had the wrong column for your 1M value). Usually fwd points are quoted directly (i.e. not as an outright), using a divisor set by market convention. I expect EUR/PLN divisor to be 10,000, ...


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Given that by delta means that if the price goes up by 0.01% i.e. one basis point, you gain 15 and vice versa if the price goes down by one basis point. You know that the daily standard deviation is 2.2%, than again you know that $ 220*15 = 3300$ is the standard deviation of your portfolio. So, since we are using a normal distribution you can look at a table ...


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For Black-Scholes, $\Delta_C=\partial_{S} C=N(d_1)$, $d_1= \frac{\ln\left(\frac{S_t}{K}\right) + \left(r + \frac{\sigma^2}{2}\right)(T - t)}{\sigma\sqrt{T - t}}$ You may fit the volatility $\sigma$ to this term by $$\Delta_C({\hat{\sigma}})=0.25$$Note that $\Delta_P=1-\Delta_C$ by Put-Call-Parity.


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http://www.theoptionsguide.com/in-the-money-covered-calls.aspx Look at the chart on this site. Do you see how the line is upward sloping for a covered call until the stock reaches a price of 45? To simplify things, you have a delta of 1 until 45 and then a delta of 0 after 45 onwards. Delta is the slope of the line. Delta of a covered call changes depending ...



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