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Quantitative Finance · Begrippenlijst

Wat is Multiplier, tick and tick value?

Ook bekend als: contract multiplier · tick value

Definition 18.2 Markets I: The Ecosystem and Exchange-Traded Markets · Hoofdstuk 18 — Futures Contracts and Their Exchanges

The contract multiplier converts the quoted price into money: the contract’s notional value is price times multiplier. The tick is the minimum price increment, and the tick value is tick times multiplier, the profit or loss of one contract for one tick.

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