Analysis
22 Jan 2025
Greeks – Delta: the put/call parity rule
As the launch of the SRP Greeks solution approaches, we dive deep into the various risk characteristics that the option positions in structured products are exposed to.
Products
12 Jan 2022
Hedging structured products: pricing considerations
The hedging process is one of the most important aspects of creating structured products.
Products
26 Mar 2021
Pharma in structured products (part 5) - option trading strategies and delta hedging
The next section of our analysis focuses on call butterfly, iron condor, bull call spread and bear put Spread option strategies and how adequately their profit potential has been realised in the case of Teva Pharmaceutical (Teva), BioMarin Pharmaceutical (BMRN), HCA Healthcare (HCA), Merck (MRK), and Fresenius Medical Care (FMS).