hello
im an experienced options trader and i would like to start trading the bund/bobl/schatz.
can anyone help me with the basics?
1. how do i get the implied yield?
2. what are the ratios between the bund/bobl/schatz deltas? is there a direct way to calculate a delta?
3. is there anything like implied volatility or a standard deviation that affects the price?
4. what is the basic way of pricing the bonds? is there a model i can use (like the B&S in the options)?
5. is there a way to decide which one of them is more attractive at the moment?
6. are there any arbitrages between them?
7. any more tips before i get started?
thanks a lot !!!
im an experienced options trader and i would like to start trading the bund/bobl/schatz.
can anyone help me with the basics?
1. how do i get the implied yield?
2. what are the ratios between the bund/bobl/schatz deltas? is there a direct way to calculate a delta?
3. is there anything like implied volatility or a standard deviation that affects the price?
4. what is the basic way of pricing the bonds? is there a model i can use (like the B&S in the options)?
5. is there a way to decide which one of them is more attractive at the moment?
6. are there any arbitrages between them?
7. any more tips before i get started?
thanks a lot !!!