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.
15 Apr 2025
J.P. Morgan: good time to sell volatility via autocalls
J.P. Morgan has received the Best Hedge provider award for the third year in a row at the SRP Europe Awards 2025 on 18 March in London.
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 volatility level.
12 Mar 2025
VLK reports improved performance on structured products activities
The Dutch independent wealth manager’s income from structured product activities increased by almost 100% YoY in 2024.
30 Jan 2025
Nvidia: defensive barriers at safe distance as stock falls
Only 60 very short-term products linked to Nvidia launched since November 2024 have breached their defensive barriers as a result of yesterday’s historic crash.
29 Jan 2025
Nvidia: defensive barriers at safe distance as stock plunges
Only 60 very short-term products linked to Nvidia launched since November 2024 have breached their defensive barriers as a result of yesterday’s historic crash.
13 Dec 2024
Latest: Montreal Exchange - ETF options boosted by structured notes hedging
Also in this roundup: Singapore regulator bans ex-UOB banker convicted of structured deposits forgery; Hang Seng launches INdexLab; EBA unveils final standards on long / short positions under market and counterparty risks provision; EU banks continue to meet their MREL obligations; Barclays to establish new PB booking centre in Singapore.
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28 Oct 2024
Marex: institutional push reflects our complementary nature in the structured products ecosystem
Over the last five years, Marex Solutions has established itself in the derivatives and structured products market as an alternative to traditional issuers with a diversified financial institution behind - Marex Group, which offers agency execution, clearing, market making, hedging and solutions.
29 Aug 2024
VLK reports higher income from structured products
The Dutch independent wealth manager’s result from structured product activities increased 157% YoY.
23 Jul 2024
SRP Apac 2024 Awards: Cacib's focus on hedging in Korea pays off
The French bank was recognised as “Best House, Equities” and “Best Innovation” at SRP Asia Pacific Awards 2024 accolade for its contribution to equity-linked products in the region as well as the hedging investment tool rolled out in South Korea.
29 May 2024
SRP Apac 2024: 0DTEs increasingly used to hedge portfolio risks
Senior executives from market making and asset management outfits discussed how to improve investors' understanding of portfolio hedging.
24 Apr 2024
Analysis: FX linked structures carve their own corner in the global market
Despite the dominance of equities and interest rates in the market, FX products have established themselves in many markets as opportunistic investments and for hedging purposes.