In the Single Option page you can price an option for any of the following dates:
Current trade date
As soon as you enter the option’s expiry date the system automatically provides the real-time market data.
Trade date in the past
As soon as you enter the option’s expiry date the system automatically provides the market date saved in the system on that date for the current commodity at the close of the relevant exchange.
Once the system has provided the market data for the deal, you can then edit some/all of it, including entering your own market volatility.
To price a commodity instrument:
| 1. | In the Single Option page, from the Commodity dropdown list select the required commodity. Alternatively, enter the appropriate shortcut code. |
| 2. | If required, from the Base Currency dropdown list change the default base currency for this commodity. |
If you do this, for a supported instrument—vanilla, vanilla strip, Asian, Asian strip, swap or swap strip—you can then choose if you want to enter into a composite or a quanto version of the instrument.
| 3. | From the Option Class dropdown list select the required instrument. Alternatively, enter the appropriate shortcut code. |
For the selected instrument, SDX Commodities & Energy displays the required fields and fills them in where appropriate.
| 4. | Fill in and/or edit the other fields as necessary. |
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In the Portfolio page you must click the Data button to access all of the option's fields and buttons. |
| 5. | If relevant, enter your own market volatility value. |
| 6. | Click Calculate. The calculated Greeks and values appear at the bottom of the page. |