Market Parameters
ParameterValue
Spot S₀ €
Strike K €
Maturity T yrs
Volatility σ ann.
Risk-free r ann.
Quantum Wave Parameters
ParameterValue
ħ_f scale
k₁ mode 1
k₂ mode 2
w₁
w₂
φ₀ rad
σ₀ init.
∿
Configure and compute
Set wave parameters in the Data tab,
then click ▶ Compute Price.
then click ▶ Compute Price.
Instrument
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—
€ · wave-mechanical price
—
€ · classical reference
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% above / below BS
—
€ · Ψ₁∗Ψ₂ contribution
Price vs Spot — Quantum vs Black-Scholes
Implied Vol Smile — Quantum correction
Price Component Breakdown
| Component | Value (€) | Share (%) | Notes |
|---|
Wave-Mechanical Interpretation
—
∿
Configure and compute
Set position parameters in the sidebar,
then click ▶ Compute Greeks.
then click ▶ Compute Greeks.
Greeks
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—
∂C/∂S · shares to hedge
—
∂²C/∂S² · convexity
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€/vol-pt · per 1% σ move
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€/day · time decay
Delta vs Spot — Quantum vs BS
Gamma vs Spot
Vega vs Spot — Quantum vs BS
Theta vs Spot — Quantum vs BS
Xi (ξ) — Price vs ħ_f
∂C/∂ħ_f · Planck Greek
Phi (φ_g) — Price vs Phase φ₀
∂C/∂φ₀ · Phase Greek
Kappa (κ_Q) — Price vs k₁
∂C/∂k₁ · Coherence Greek
Quantum Greeks Profile vs Spot
ξ, φ_g, κ_Q across spot range
Greeks Comparison — Quantum vs Black-Scholes
| Greek | Quantum | Black-Scholes | Difference | Δ% |
|---|
Quantum-Specific Greeks
| Greek | Symbol | Value | Sensitivity | Interpretation |
|---|
Hedge Ratio & Portfolio Sensitivity
| Metric | Value | Notes |
|---|
Hedging Interpretation
—
∿
Configure and compute
Set portfolio parameters in the sidebar,
then click ▶ Compute Risk.
then click ▶ Compute Risk.
Risk
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—
k€ · loss at confidence level
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k€ · expected shortfall
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days · coherence horizon
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k€ · under wave shock
Loss Distribution — Quantum vs Gaussian
Stress Scenarios P&L
Risk Summary Table
| Metric | Quantum | Classical | Ratio |
|---|
Risk Interpretation
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