|
Three Month Expiry 2020 -11 - 10 (92 Days)
Twelve Month Expiry 2021 - 08 -10 (365 Days)
Spot Ref 1.0755 Vol Ref 3M 5.62 12M 5.28
Sell Three Montn EUR Call CHF Put Stike 1.10 receive 36 CHF tics Buy 12-Month EUR Call CHF Put Strike 1.10 pay 121 CHF Tics ______________________________
Total Cost in CHF tics 85
| 
