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Clangs1n Spot
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Organization referenced in documents
Document Mentions (2)
EFTA01365011.pdf
1 mentionEFTA01365011
!Figure 26: Simulated PI of 18M ATM options after I2M 'have passed under different volatility and spot change iscenarios (all else held the same} %Clangs1n Spot %Champs1n Spot -10% -5% 0% 5% 10% -10% -5% 0% 5% 10% 400 -81% -67% -48% -22% 8% 4.00 -99% -91% 493% -23% 39% 4.50 -79% -65%
EFTA01365341.pdf
1 mentionEFTA01365341
!Figure 26: Simulated PI of 18M ATM options after I2M 'have passed under different volatility and spot change iscenarios (all else held the same} %Clangs1n Spot %Champs1n Spot -10% -5% 0% 5% 10% -10% -5% 0% 5% 10% 400 -81% -67% -48% -22% 8% 4.00 -99% -91% 493% -23% 39% 4.50 -79% -65%
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