Good morning,
let’s start with FX update
EUR/USD risk reversal unchanged, spot price above POC. Expected volatility between 1.09/1.10.. meanwhile the swiss franc keeps strenghtening against the USD, tends to lead..
EURO STOXX OTM 1M SKEW
Good morning,
let’s start with FX update
EUR/USD risk reversal unchanged, spot price above POC. Expected volatility between 1.09/1.10.. meanwhile the swiss franc keeps strenghtening against the USD, tends to lead..
EURO STOXX OTM 1M SKEW