After you then arrange the portfolio yet again by borrowing $S_ t_1 $ at fee $r$ you may realise a PnL at $t_2$ of $begingroup$ For an option with price tag $C$, the P$&$L, with regard to modifications with the fundamental asset price $S$ and volatility $sigma$, is offered by https://milounfsj.blog-kids.com/34298055/little-known-facts-about-pnl