finccam at the Eurex-Citibank panel discussion
finccam's Daniel Krause discussed Zero Day to Expiry Options (ODTEs) with traders and structurers. The panel discussion was part of an event organized by Eurex and Citibank on 30 November 2023 in Frankfurt on the occasion of the introduction of 0DTEs on the Eurostoxx50 Index and the DAX Index. Daniel Krause was able to explain in particular the opportunities for short volatility strategies that lie in the strong increase in demand for these options, while at the same time highlighting the importance of effective intraday risk management. Many thanks for the invitation to Eurex and Citibank!