Insights by Tag:

Vega

Expert View
Nvidia: defensive barriers at safe distance as stock falls

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.

Analysis
Nvidia: defensive barriers at safe distance as stock plunges

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.

Market
Korean banks halt HSCEI-linked sales, implied vols unscathed by Vega bids

13 Dec 2023

Korean banks halt HSCEI-linked sales, implied vols unscathed by Vega bids

Five major banks in South Korea have now halted the sale of equity linked securities (ELS) linked to the Hong Kong Hang Seng China Index (HSCEI).

Products
Roche: most defensive barriers at safe distance as stock struggles

15 Nov 2023

Roche: most defensive barriers at safe distance as stock struggles

More than 75% of live products featuring the Swiss share are more than 10% away from crossing their Knock-In barriers; 55% at more than 20% from breaching them.

Expert View
Roche: most defensive barriers at safe distance as stock struggles

15 Nov 2023

Roche: most defensive barriers at safe distance as stock struggles

More than 75% of live products featuring the Swiss share are more than 10% away from crossing their Knock-In barriers; 55% at more than 20% from breaching them.

Products
HSCEI: Vega supply muted by lower issuance

14 Nov 2023

HSCEI: Vega supply muted by lower issuance

Almost 70% of live products featuring the Hang Seng China Enterprises Index (HSCEI) are in safe territory and far from breaching their defensive barriers.

Expert View
HSCEI: Vega supply muted by lower issuance

14 Nov 2023

HSCEI: Vega supply muted by lower issuance

Almost 70% of live products featuring the Hang Seng China Enterprises Index (HSCEI) are in safe territory and far from breaching their defensive barriers.

Products
Hedging structured products: pricing considerations

12 Jan 2022

Hedging structured products: pricing considerations

The hedging process is one of the most important aspects of creating structured products.

Products
Meet the ‘Greeks’: first order sensitivities

25 Nov 2020

Meet the ‘Greeks’: first order sensitivities

This article is the first of two pieces looking at the importance and role of ‘Greeks’ in structured products and derivatives.