Your desk buys a massive Brent crude oil put option from a mid-sized US shale oil producer. Oil prices suddenly crash by 40%. Walk me through the dual impact on our derivatives P&L and our CVA. Why might our net P&L be significantly worse than the option model suggests?

你们台向一家中型美国页岩油生产商买入了一笔巨额的布伦特原油看跌期权（Put Option）。原油价格突然暴跌了 40%。请推演这对我们衍生品账面盈亏和 CVA 的双重影响，为什么我们真实的净利润会远低于期权模型算出来的账面收益？