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.
In the second part of the article 'Extracting, Aggregating and Enriching' the option Greeks, we look at data enrichment aspects by aggregating Delta, Gamma and Vega across the structured products associated with a specific underlying - whether a stock or a stock index, covering one or more countries or regions. Current Greeks situation and stress simulations Future volatility remains the great unknown in options, though other uncertain risk factors may become significant at specific times. Vol