10 Jun 2026
Greeks expose the real risk behind index diversification
Tracking the evolution of key Greeks across nine major indices shows...
13 May 2026
SX5E eclipses SMI in structured products exposure
While Switzerland remains a major structured products hub, SRP Greeks...
30 Apr 2026
SPX Greeks: stable macro regime, rising single-name dispersion
Over the past month and week, the S&P 500 (SPX) stayed mostly flat...
15 Apr 2026
Same size, different risk: Apple and Roche under the Greeks lens
The two stocks appear similar in size within structured products, but...
20 Feb 2026
Amazon drawdown compresses knock-in buffers, delta nearly doubles
The stock’s sharp drop has been particularly impactful for...
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...