The most famous property of options is the lever effect. It arises from the low capital operation compared to a direct investment and means that investors can achieve disproportionately high profits even in small price movements, but also losses.
Unfortunately, incorrect assessments regarding the expected price changes of option certificates often occur among investors. This is usually due to the lack of knowledge regarding the relevant evaluation indicators of options. In the following we present the functions of the key figures lever, delta and omega and compare their respective meaning.