09 Feb 2026
Markets on edge: the volatility you can’t see
Volatility spikes and record issuance are turning 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...
13 Aug 2025
SRP Analysis – Greek sensitivities during the tariffs shock
In this article we look at the Greek dynamics of several underlyings...
30 Jan 2025
Nvidia: defensive barriers at safe distance as stock falls
Only 60 very short-term products linked to Nvidia launched since...
29 Jan 2025
Nvidia: defensive barriers at safe distance as stock plunges
Only 60 very short-term products linked to Nvidia launched since...
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...
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...
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...
14 Nov 2023
HSCEI: Vega supply muted by lower issuance
Almost 70% of live products featuring the Hang Seng China Enterprises...
14 Nov 2023
HSCEI: Vega supply muted by lower issuance
Almost 70% of live products featuring the Hang Seng China Enterprises...
12 Jan 2022
Hedging structured products: pricing considerations
The hedging process is one of the most important aspects of creating...
25 Nov 2020
Meet the ‘Greeks’: first order sensitivities
This article is the first of two pieces looking at the importance and...