I reported the bid-ask prices in a spreadsheet, of the five books, where I also indicated the average price (midprice).
The image shows the detection of the prices of the future (fig1), of the call and put options strike 18000 (fig2 and fig3). and call and put...
I don't know the sofr rate and I'm not entirely familiar with the subject of rates. Anyway, thank you for the answer, which certainly offers...
The broker I am using is an Italian bank, called Banca Sella. However, I don't know what its real-time data supply source is. The futures contract...
This result leads us to another question: shouldn't the risk-free interest rate be the same for futures and options that have the same maturity?
The calculations, in this case, show a result that is more consistent and close to the Euribor value: 4.016%.
I also thought of calculating the risk-free interest rate in another way: by applying the put-call parity to a pair of option strikes that have...
Thanks Robert Morse for your reply. Yes, the concept is clear to me. What I don't understand is the result of the application of the formula not...
I attach the image with the details of the calculation. It must be taken into account that in Europe the risk-free rate is currently around 4%. In...
My trading activity is based mainly on the trading of futures and options which have the Frankfurt stock exchange index, the Dax, as their...
Thanks to you too, Schizo, for the reply. The formula you propose is extremely general as, in addition to maintenance costs - especially important...
Thanks, Real Money. I didn't know this formula. The one I indicated I took from the text by J. C. Hull, "Options, futures and other derivatives"....
I would like to know if the mathematical relationship between a future and its underlying, represented by a basket of shares that do not give...
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