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Analysis

Deep dives into market trends backed by extensive data analysis.

Spotlight on… Asia’s growth autocalls dominate early redemptions in 2025

31 October 2025

Spotlight on… Asia’s growth autocalls dominate early redemptions in 2025

Nvidia leads the single stock structure’s early redemption in the region as the US chipmaker's stock rallies.

Spotlight… on Stellantis: Gamma pressure builds as short-put delta rises near barriers

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 stock and analysed downside sensitivity and protection levels.

Greeks: negative Epsilon shows market dominance of short-put exposure via SPX-linked (B)RCS

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 scenarios.

Greeks comparison - diverging stocks

22 Oct 2025

Greeks comparison - diverging stocks

This article is based on data provided by the SRP Greeks application and its focus is two of the stocks covered by the service: Microsoft and Nvidia.

Spotlight on…more autocallable ETFs emerge

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.

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08 Oct 2025

Darwin autocalls: survival of the fittest

This hybrid autocall structure was brought to the market in the late...

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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,...

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26 Sep 2025

Europe, Q2 2025: Belgium, Italy stand out as market expands YoY

The European structured products market delivered a solid performance...

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25 Sep 2025

Analysis: jump over the barrier and back strategy

This fourth article explores the “jump over the barrier and back”...

SRP Greeks analysis: evaluating backtesting

24 Sep 2025

SRP Greeks analysis: evaluating backtesting

Using backtested data sets can be useful for traders to gain extra insight.

Analysis: identifying opportunities and relevant market signals

11 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.

Comparative analysis: MS MAP Trend vs Barclays Trailblazer

10 Sep 2025

Comparative analysis: MS MAP Trend vs Barclays Trailblazer

Products linked to strategy and custom indices have long been a niche but important part of the retail structured products market.

TIS: complex underlyings fail to keep pace

08 Sep 2025

TIS: complex underlyings fail to keep pace

Recent research from the index ratings and analytics specialist firm provides insight on how the design of index strategies can have a significant impact on their performance, especially at times of market turmoil.