CCP NCC sets the following risk parameters for new stock options on Derivatives market starting from November, 9th 2022:
1. Risk rates to implied volatility for ALRS, CHMF, IRAO, NOTK, PLZL, POLY, SBPR, SNGR, VTBR, MAGN, MTLR, PIKK, SMLT:
2. Cashflow risk rates for ALRS, CHMF, IRAO, NOTK, PLZL, POLY, SBPR, SNGR, VTBR, MAGN, MTLR, PIKK, SMLT equal 100%
In spread parameter for stock options:
