Margin prices for options on Telia and Swedbank will temporarily be set with the three-most-at-the-money method instead of the volatility surface method, starting from the margin calculation on Friday evening 2013-02-22. The change is made in order to enhance the functionality of the volatility surface calibration. Please note that this may affect customer’s margins. The market will be notified before Telia and Swedbank options are reverted back to the volatility surface method. For further information please contact risk management (riskmanagement@nasdaqomx.com, +46 8 405 7088).
Risk Management: Change of method for margin prices for Telia and Swedbank (04/13)
| Quelle: Risk Management