10 September 2025
Analysis: identifying opportunities and relevant market signals
In this article we look at how the risk profile of structured products change when barrier options were triggered and how monitoring the Greeks can help identifying opportunities and relevant market signals for the issuance of structured products.
Most Read
04 Sep 2025
Nvidia vs Roche: barrier risk analysis
In this analysis we look at the barrier risk through two of the most significant single-stock underlyings in the structured products market: Nvidia and Roche.
28 Aug 2025
Charm: measuring the change of Delta with respect to time
In this article, we will continue the exploration of different Greeks and examine a key second-order Greek known as “Charm”.
21 Aug 2025
HSCEI: running out of steam
The Hang Seng China Enterprises Index’s (HSCEI) performance over the past 90 days suggests investor sentiment over Chinese H-shares has remained positive.
12 Aug 2025
SRP Analysis – Greek sensitivities during the tariffs shock
In this article we look at the Greek dynamics of several underlyings used in structured products following the “Liberation Day” tariffs announcement earlier this year.