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Theoreticals

Theoretical price data

The following pages provide you with all necessary data to compute option prices, fair options prices for flexible options using the Cox-Ross-Rubinstein model.

It also contains theoretical values and parameters for equities, which are required for the risk-based margining of the day, theoretical values and parameters for subscription rights on equities, theoretical values and parameters for bonds and coupon dates and rates for all bonds which are required for the risk-based margining of the day.