19 December 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option pricing
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03 Dec 2025
Greeks comparison - Microsoft and Nvidia (Part 2)
This article follows on from an earlier piece that examined Delta, Gamma and Vega sensitivities for Microsoft and Nvidia using data from the SRP Greeks application.
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 Nvidia share.
21 Nov 2025
Spotlight on… Asia’s asset class and underlying trends - 9M 2025
Stocks remain the king of Asia’s structured products market. Semiconductors lead single stock structures’ underlying exposures.
19 Nov 2025
Drivers behind US bestsellers
In this article we review some important US Cusips over the last two years.
31 Oct 2025
Spotlight on… Asia’s growth autocalls dominate early redemptions in 2025
Nvidia leads the single stock structure’s early redemption in the...
24 Oct 2025
Spotlight… on Stellantis: Gamma pressure builds as short-put delta rises near barriers
We review 2,300 live structured products linked to the Stellantis...
23 Oct 2025
Greeks: negative Epsilon shows market dominance of short-put exposure via SPX-linked (B)RCS
Second-order Greeks are particularly useful for modeling stress...
22 Oct 2025
Greeks comparison - diverging stocks
This article is based on data provided by the SRP Greeks application...
17 Oct 2025
Spotlight on…more autocallable ETFs emerge
Two other exchange-traded fund (ETF) providers have lined up after Calamos and Innovator’s recent foray into the yield enhancement structure.
08 Oct 2025
Darwin autocalls: survival of the fittest
This hybrid autocall structure was brought to the market in the late 2010s as a three to one autocall payoff type.
03 Oct 2025
Europe Q2 2025 (part 2): changes in asset class exposures
The second quarter of 2025 recorded changes around the use of stocks, indices and interest rates in the European structured products market.