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ZAR vols
Organization
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Document Mentions (2)
EFTA01387898.pdf
1 mentionEFTA01387898
4-9502AR ly impleicorr 43% -- —r- ---e 100 2006 2009 2010 2011 2012 2013 2014 2015 2016 2017 Graph 3: 6m realized correlation vs. strike Graph 2: ZAR vols elevated compared to EURUSD vols 5 EURUSOEURZAR lymphoid vol spread -20 - EURUS04/502AR 1y implied wisp:4W 3300 20C$ 2009 2030 2011 2012 2013 2
EFTA01388938.pdf
1 mentionEFTA01388938
2011 2012 2013 2014 2015 2016 2017 — EuRZAR-uSOZAR 6m 'frond corr EUICALUSOZAR lv inwied art Graph 3: 6m realized correlation vs. strike Graph 2: ZAR vols elevated compared to EMUS() vols 44% •—••• EuRt$50601ZAR ly molted 'nilKral -20 — EURUSO•USOWI 1Y IMO NIKI veal gain 200; 2003 2009 2020 2011 2
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