At the same percentage price decrease, the sensitive analysis states variations of the same value as in the above table but with the opposite sign with the exception of the natural gas TTF item, for which different deviation values have been adopted in the sensitivity analysis to price increases and decreases. Deviation of +143% is calculated based on historical volatility in 2022 while -95% is the lowest historical price of the product over the last three years. The modification of the symmetrical shift is due to above-normal changes in gas prices on world markets caused by the global geopolitical situation.
Price variation of other products were calculated based on their historical volatility in 2022. The influence of changes in prices was presented on annual basis.
In case of derivatives, the influence of crude oil and products prices variations on fair value were examined at constant level of currency rates.