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Index Greeks H1 2026: March sell-off drives spike in index Greeks before Q2 recovery
Delta, Vega and Gamma exposures on structured products linked to major...
15 Oct 2026
When the Greeks get it wrong (Part 2): better models, bigger risks - why Heston doesn’t solve model risk
More sophisticated volatility models can better capture smiles, skew...
14 Oct 2026
When the Greeks get it wrong: the hidden risk in structured products (part 1)
From Black-Scholes to Heston, the models used to price structured...
16 Sep 2026
Structured products and the Greeks in easy language – part 4: call warrant on US short term interest rates
In the fourth part of our ‘Easy-Language’ series, we return to the...
26 Aug 2026
Understanding Greeks: international stocks and sensitivity shifts
A sharp movement in sensitivity may reflect new product issuance or...
12 Aug 2026
Structured Products and the Greeks in easy language [Part 3]: the reverse convertible
In the third part of our “easy-language” series, we will discuss a...
03 Aug 2026
Inside the Nvidia trade: when barriers matter
The latest instalment of the SRP Greeks webinar series examined the...
08 Jul 2026
Greeks analysis reveals uneven risk across US technology stocks
Despite exposure across multiple well-known US stocks, portfolio risk...
18 Jun 2026
Structured products and the Greeks in easy language – Part 2
This multi-part series aims to demystify structured products and make...
10 Jun 2026
Greeks expose the real risk behind index diversification
Tracking the evolution of key Greeks across nine major indices shows...
20 May 2026
Structured products and the Greeks – a practical guide for investors (part 1)
The purpose of this article is to break down the essential elements of...
20 May 2026
CONNEXOR targets deeper post-trade automation
SIX’s CONNEXOR platform is expanding beyond its Swiss roots as...