UPL calculations using Mark price
Inverse:
Unrealized PnL = Position * ( 1 / Average Execution Price - 1 / Mark Price )
Vanila / Quanto:
Unrealized PnL = Position * Multiplier * ( Mark Price - Average Execution Price )
*See the Multiplier Details
Mark Price application- Formula
Written by AAX Manager
Updated over a week ago
Updated over a week ago