Item A, Rho is used to measure the sensitivity of option price to interest rate changes; Item b, Theta is used to measure the sensitivity of option price to the change of maturity date; Item c, Vega is used to measure the sensitivity of option price to volatility. The larger the value, the more sensitive the option price is to the change of volatility. The D-term Delta is used to measure the influence of the price change of the underlying asset on the theoretical price of the option, which can be understood as the sensitivity of the option to the price change of the underlying asset, and is expressed by the formula: Delta= option price change 4l/ target price change. From the meaning of the above risk indicators, it can be seen that the product issuer can use the on-site futures contract to hedge the Delta risk of the same underlying structured product with options.