For each option, SDX Commodities & Energy calculates various values as relevant. Which values are displayed depends both on the option type and on which page is currently open—whether the Single Option page, the Portfolio page, the Risk Matrix chart, the Greeks Display window, etc.
Except where specifically indicated, all values are calculated using the SD model.
The calculated values are usually displayed in the base currency. Sometimes they are displayed as percentages.
The calculated values are as follows:
Vanilla adjusted price per unit %
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