25 April 2025
Spotlight on… capital at risk up 30% YoY in Asia Pacific
Both capital-at-risk and principal-protected structures record higher sales.
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SG capitalises on pan-European footprint, combines top QIS indices into fund wrapper
28 Apr 2025
24 Apr 2025
Greeks use case: Delta hedging in action
We look at the impact of the sharp intraday stock rally earlier this month on the Delta and Gamma of an SPX European long call option.
16 Apr 2025
Greeks – Theta: the value of options in structured products over time
Theta is one of the most critical concepts in option and structured product pricing, representing the rate at which an option's value changes over time.
11 Apr 2025
Spotlight Europe 2024 (part 2): renewed interest for decrement
In the second part of our review of the European structured products market in 2024, we look at a data-driven overview of key trends observed across asset classes and underlyings.
10 Apr 2025
Trading books weather out SPX crash, barriers unscathed
The market turbulence triggered by the new tariffs imposed by the US government has put the focus on structured products which unleashed market chaos in the past when exotic desks piled up to buy Vega as knock-in put levels were breached.
21 Mar 2025
Spotlight Europe 2024: record-breaking sales growth
The European market has tripled since 2020 with sales reaching an...
19 Mar 2025
Greeks – Vega: a crucial parameter for effective dynamic hedging
FVC’s Tim Mortimer looks at the role of Vega, or sensitivity to the...
14 Mar 2025
Spotlight on… Apac payoff trends in Q4 and 2024
Autocall sales have extended their dominance in Asia Pacific while FX...
21 Feb 2025
Spotlight: exploring industry sector index trends (2022-2024)
The geographic exposure to sectors has shifted significantly toward...
19 Feb 2025
Greeks – Gamma: a crucial measure to rebalance delta hedging
In this article, we look at the role Gamma to understand how to re-hedge positions in relation to the rate at which Delta changes in relation to the underlying.
14 Feb 2025
Spotlight on… Apac sales up by 14%, single stocks up 40%
Products tracking financials underlying sector recorded the most growth. IT themes remain strong.
07 Feb 2025
Spotlight: global overview market cap indices 2022-2024
SRP registered an uptick in usage of market cap indices in Europe and especially the US while Apac experienced a notable decline.
06 Feb 2025
2024 maturities: SX5E-linked soft-protected products beat underlying, twin wins deliver 20% on average
The second most utilised equity underlying in the structured products market has kept the pace with the S&P 500 index in delivering value to structured products investors in 2024.