You can price a portfolio 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.
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In the Portfolio page you must click the Data button to access all of the option's fields and buttons. |
To price a commodity deal:
| 1. | Access the Portfolio page. |
| 2. | In the Trade Date field, define the trade date. |
| 3. | If required, from the Base Currency dropdown list change the default base currency for this portfolio. |
| 4. | From the Option Class dropdown list select the required option. Alternatively, enter the appropriate shortcut code and press Tab or Enter. |
For the selected option, SDX Commodities & Energy displays the required fields and fills them in where appropriate.
| 5. | From the Commodity dropdown list select the required commodity. Alternatively, enter the appropriate shortcut code and press Tab or Enter. |
| 6. | Fill in and/or edit the fields as necessary. |
| 7. | If relevant, enter your own market volatility value. |
| 8. | Enter any other options as required. |
| 9. | Click Calculate. The calculated Greeks and values appear at the bottom of the page. |