Structured Transactions of Interbank Deposit Spot Rate Volatility | B3

Structured Transactions of Interbank Deposit Spot Rate Volatility

  • UnderlyingCall or Put Option on Average One-Day Interbank Deposit Rate Index Contract (IDI) and the One-Day Interbank Deposit Futures Contract (DI1), in a delta-hedge proportion.
    TickerVID
    Contract size1 contract = 1 option.
    QuotationOption premium in index points.
    Round-lotMultiples of 5 contracts, with not less than 50 contracts.
    Contract monthsAll months.