Covered Call Option
Derivative specifications provided below do not contain all of the potentially relevant information, could contain inaccuracies and are intended only as a general overview. Please inspect the instrument's source code, and that of the protocol as whole, prior to interacting with it.
Unless explicitely stated otherwise, all returns discussed below are based on changes in USD nominal value of the instruments (defined by their current claim on collateral within CompliF

Underlying Variable

USD price of underlying asset at settlement.


Same as asset on which the option is written

Primary Asset: Call[ASSET]-DDMmmYY-Up

Covered call option, long position.

Complement Asset: Call[ASSET]-DDMmmYY-Down

Covered call option, short position.

Collateral Split Function

Primary asset share:

1 - (strike price)/(settlement price) when settlement price > strike price
0% when settlement price <= strike price