Our evaluated real-time prices can be used as market price indication for liquid instruments or as model prices for less liquid instruments. Our highly accurate data is provided as real-time data feed as well as historical data time series.
Volatility Surfaces are among the most important information for capital markets participants who use derivatives in risk management.
We base computations of volatility surfaces not only on observable market prices for exchange traded options, but also on quotes for OTC options from the broker market.
Due to this enhanced input data approach, our calculations for volatility surfaces are more accurate and reliable than many others and provide a more realistic estimate of market consensus than data based solely on prices for exchange-traded options.
Our Real-Time Volatility Surfaces are currently available for more than 500 underlyings
We provide dividend yield curves and forecasts for discrete dividend payments for more than 500 equities. Our dividend forecasts are based on implied dividend values of a large number of OTC derivatives and exchange traded derivatives.
Our Real-Time Data Analytics Platform provides a wide variety of key figures and risk indicators for retail investment instruments in real-time. It is based on a large number of proprietary input-data sources, our team of experts in the derivatives business as well as our high-end technology.
Our key figures are precise indications of the risk and return probabilities for financial products. They help investors, advisors and asset managers to get a better understanding of the risks and opportunities associated with a certain product, to make informed investment decisions, assess their risks and meet financial markets regulations.
If you are a manufacturer or distributor of structured products or if you are a provider for financial information then you will benefit from our key figures data product - With our proprietary, independently computed key figures and risk indicators your clients will be able to compare structured products from different issuers more easily.
Institutions trading in financial instruments have to prove through an independent price control service that their trades were executed at a fair value, i.e. that the trades were compliant with the current market conditions at the time of trading. This post-trade market conformity check (MCC) is especially difficult for complex and illiquid financial instruments which usually do not have observable market prices.
With TTMzero you can rely on an unbiased market conformity check for all instruments you are trading - accurate, audit-proof, and easily accessible.
TTMzero’s Fair Value Pricing Service offers transparent valuations of illiquid and hard-to-value instruments which do not have observable market prices. Based on our successful methodology of Mark-to-Model Pricing we provide unbiased and reliable valuations for a number of asset classes and instrument types. The valuation service helps you to evaluate portfolios with accurate prices based on a proven methodology.
We are an independent valuation agent with a documented track record as a service provider for several large investment banks since 2013. Our valuations support your regulatory and operational requirements. The procedures meet strict quality standards.