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1404Option Premium Flow 4A desk proxy for daily option premium flow is contracts traded * premium dollars per contract. If the total is 1.536 billion and contracts traded is 2400000, what premium dollars per contract is implied?脑筋急转弯中等数值题未尝试免费1405Block Trade Gross 5A desk proxy for gross block-trade dollars is block count * average block size in dollars. If those inputs are 1250 and 14 million, what estimate results?脑筋急转弯困难数值题未尝试面试订阅1406Repo Book Size 6A desk proxy for total repo book size is repo tickets * average ticket notional. If the total is 327.6 billion and repo tickets is 7800, what average ticket notional is implied?脑筋急转弯中等数值题未尝试免费1407Crypto Venue Flow 7A desk proxy for daily coin-dollar turnover is coins traded * average coin price. If those inputs are 1800000 and 2.75 thousand, what estimate results?脑筋急转弯简单数值题未尝试免费1408Prime-Broker Margin 8A desk proxy for aggregate posted margin is clients * average posted margin. If the total is 3.128 billion and clients is 920, what average posted margin is implied?脑筋急转弯中等数值题未尝试免费1409Treasury DV01 1A bond desk approximates 1 bp PnL by -duration * notional * 0.0001. If modified duration is 7.9 and notional is 500 million, what is the approximate 1 bp PnL?脑筋急转弯中等数值题未尝试免费1410ATM Call Proxy 2Use the desk proxy premium ~= 0.4 * S * sigma * sqrt(T). If S=120, sigma=30%, and T=0.25 years, what premium estimate results?脑筋急转弯困难数值题未尝试面试订阅1411Gamma PnL Approximation 3Use the quadratic proxy 0.5 * Gamma * (dS) 2. If Gamma=4,800 and dS=1.5, what gamma PnL is implied?脑筋急转弯简单数值题未尝试免费1412Rule of 72 Inversion 4Using the rule of 72, what annual rate approximately doubles capital in 8 years?脑筋急转弯简单数值题未尝试免费1413Vega Proxy 5Use the proxy vega ~= 0.4 * S * sqrt(T). If S=95 and T=1 year, what vega estimate results?脑筋急转弯中等数值题未尝试免费1415Forward Points Carry 7If a currency pair trades at 1.2400 spot and 1.2462 three-month forward, what are the forward points?脑筋急转弯困难数值题未尝试面试订阅1416Fee Rate from Dollars 8A venue earns 2.7 million on 18 billion traded notional. What fee rate in basis points is implied?脑筋急转弯简单数值题未尝试免费1417Option Time Decay Average 9A premium of 9.60 is expected to decay linearly to zero over 120 trading days. What is the average daily theta under that linear proxy?脑筋急转弯中等数值题未尝试免费1418Duration-Convexity Approximation 10Use dP/P ~= -D*dy + 0.5*C*dy 2. If D=6, C=80, and dy=0.01, what percentage price move is implied?脑筋急转弯困难数值题未尝试面试订阅1420Bid-Ask Capture 12A trader crosses 75,000 shares and captures 3 cents per share. What gross capture is that?脑筋急转弯中等数值题未尝试免费1421Annualized Vol from Daily Vol 13Using annualized vol ~= daily vol * sqrt(252), what annualized vol corresponds to daily vol 1.2%? Use sqrt(252) ~= 15.87.脑筋急转弯简单数值题未尝试免费1422Approximate Sharpe 14If annual return is 12% and annual vol is 18%, what is the Sharpe ratio under zero funding rate?脑筋急转弯中等数值题未尝试免费1423Taylor PnL Proxy 15Use option PnL ~= Delta*dS + 0.5*Gamma*(dS) 2. If Delta=1200, Gamma=300, and dS=0.4, what approximate PnL results?脑筋急转弯简单数值题未尝试免费1424Contract Count from Notional 16One futures contract has notional 210,000. How many contracts make up 52.5 million of notional?脑筋急转弯中等数值题未尝试免费1425Basis-Point Revenue 17What is 7.5 bp of 640 million?脑筋急转弯困难数值题未尝试面试订阅