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Analysis

Deep dives into market trends backed by extensive data analysis.

Spotlight on… Asia’s asset class and underlying trends - 9M 2025

21 November 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.

Drivers behind US bestsellers

19 Nov 2025

Drivers behind US bestsellers

In this article we review some important US Cusips over the last two years.

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

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 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.

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22 Oct 2025

Greeks comparison - diverging stocks

This article is based on data provided by the SRP Greeks application...

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17 Oct 2025

Spotlight on…more autocallable ETFs emerge

Two other exchange-traded fund (ETF) providers have lined up after...

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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,...

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

26 Sep 2025

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

The European structured products market delivered a solid performance in Q2 2025.

Analysis: jump over the barrier and back strategy

25 Sep 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).

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.