24 September 2025
Analysis: jump over the barrier and back strategy
This fourth article explores the “jump over the barrier and back” strategy specifically within the framework of barrier reverse convertibles (BRCs).
Most Read
23 Sep 2025
SRP Greeks analysis: evaluating backtesting
Using backtested data sets can be useful for traders to gain extra insight.
10 Sep 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.
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”.