Portfolio margin mode: cross-margin trading (Risk Unit Merge)
MR5 is the maximum loss that occurs in these 8 market simulations.MR6: extreme move Extreme move is similar to spot shock but the maximum underlying price move doubles the largest spot shock in MR1 and implied volatility remains unchanged. Extreme move is designed to capture scenarios where options might be exercised when the underlying asset experiences extreme move. MR6 takes half of the maximum loss under 2 scenarios.
Publicado a 3/12/2024Atualizado a 4/12/2025Documentação do produto