9 February 2026
Markets on edge: the volatility you can’t see
Volatility spikes and record issuance are turning structured products into a central driver of market dynamics.
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Autocalls harness volatility premium to beat equity risk-return ratios, study finds
03 Feb 2026
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, Vanna and Charm exposures across FTSE 100 and Nikkei 225 structures.
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 framework, reshaping cost and risk calculations for structured products.
07 Jan 2026
Greeks analysis: FTSE 100 v Nikkei 225
We look at key Greeks metrics across the FTSE 100 and Nikkei 225 to reveal differences in volatility, delta exposure and risk dynamics.
19 Dec 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option pricing
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....
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 region as the US chipmaker's stock rallies.
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.