PriceWorst is only populated by the SP for the WorstOf underlying. For others, derive current price as (last Performance% / 100) * Strike. Co-Authored-By: Claude Sonnet 4.6 (1M context) <noreply@anthropic.com>
PriceWorst is only populated by the SP for the WorstOf underlying. For others, derive current price as (last Performance% / 100) * Strike. Co-Authored-By: Claude Sonnet 4.6 (1M context) <noreply@anthropic.com>