20 February 2026
Amazon drawdown compresses knock-in buffers, delta nearly doubles
The stock’s sharp drop has been particularly impactful for autocallables, reverse convertibles and worst-of basket has hit structures striking in 2025–2026.
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18 Feb 2026
Analysis: probability shifts and pricing challenges in autocall products
Autocalls offer high headline yields and regular income, but their...
13 Feb 2026
Spotlight on… Apac asset class and underlying sector trends in 2025
Worst-of-stocks and single stocks are favoured by Asian investors...
12 Feb 2026
Fugit: measuring early exit risk in structured products
This seventh article takes a detailed look at the lesser known risk...
09 Feb 2026
Markets on edge: the volatility you can’t see
Volatility spikes and record issuance are turning structured products...
04 Feb 2026
Greeks analysis: deeper sensitivities in FTSE 100 and Nikkei 225 structures
Second-order Greeks come under the spotlight as we look at Theta,...
21 Jan 2026
UK FCA CCI rules: what it means for structured products
The UK’s new CCI rules replace Priips with a principles-based...
07 Jan 2026
Greeks analysis: FTSE 100 v Nikkei 225
We look at key Greeks metrics across the FTSE 100 and Nikkei 225 to...
19 Dec 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option...
12 Dec 2025
Europe Q3 2025: growth driven by yield enhancement, capital protection
Germany, Italy and Switzerland stood out as growth markets during the...
03 Dec 2025
Greeks comparison - Microsoft and Nvidia (Part 2)
This article follows on from an earlier piece that examined Delta,...
28 Nov 2025
Analysis: how barrier levels and Greeks shape risk in Nvidia-linked soft-protection notes
SRP analysed the behaviour cycle of structured products linked to the...
21 Nov 2025
Spotlight on… Asia’s asset class and underlying trends - 9M 2025
Stocks remain the king of Asia’s structured products market....