$ While in the "function situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a bit) Vega and Theta are sensetivities to volatility and time, respectively, so their contribution would be: Writing for openDemocracy, Adem Ferizaj said: "To the just one hand, PNL stands https://brooksmekpu.newsbloger.com/34756191/the-pnl-diaries