For a portfolio containing FX options, would the sum of P&L for each option be the portfolio value?

  • $\begingroup$ Why wouldn't it be? Do you have an example? $\endgroup$
    – SRKX
    Mar 18 '15 at 1:50

Yes, and as the FX market is suposed to never close, it can fluctuate 24/7, which makes it dangerous if you are not really aware of your exposure.


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