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  • Service Navigation

    VarianceCalculator

    VarianceCalculator

    The concept of variance futures entails converting notional vega into a futures position and traded volatility into a futures price. Our VarianceCalculator will support you with the conversion from volatility to futures and vice versa.

    The conversion can take place based on the preliminary parameters or the final conversion parameters. The date indicates the most recent parameter set. If preliminary and final parameters of the same date are available, the complete parameter set is the most recent one and has been used for the end of day conversion of Variance Futures trades and should be used for the calculation of block trade prices. Please note that both fields need to be populated for the calculation.



    Source:
    Expiry:
    Total trading days:?
    Elapsed no. of trading days:?
    Vega unit:?
    Discount factor:
    Standard variance:?
    ARMVM:?
    Variance Futures price offset:?
    Realized variance:?

    Notional vega
    Volatility strike
    No. of futures
    Futures price

    ?

    Market Status

    XEUR

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    -

    Parts of the trading system are currently experiencing technical issues

    The trading system is currently experiencing technical issues

    Production newsboard

    The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

    We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

    An instant update of the Market Status requires an enabled up-to date Java? version within the browser.

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  • 9年过去了 男子网坛还是费纳的天下 2019-02-17
  • 2018国际消费电子产品展 2019-02-14
  • 阿联酋计划向火星发射无人飞船 刷新阿拉伯太空史 2019-02-10
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