18h
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...
19 May 2026
Structured products and options flows reshape SPX dynamics
The third instalment in SRP’s Greek webinar series with Kai Volatility...
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...
11 Mar 2026
Decoding Rho: understanding interest rate risk in structured products
Embedded options in structured products carry nuanced interest rate...
04 Mar 2026
Peak Vega: where portfolio volatility risk hits maximum
Analysis of a multi-name structured product portfolio shows that Vega...
25 Feb 2026
Analysis: navigating risk and reward in a 12.6% Stellantis-linked BRC
In his latest article, Patrick Oberhaensli analysis the risk and...
20 Feb 2026
Amazon drawdown compresses knock-in buffers, delta nearly doubles
The stock’s sharp drop has been particularly impactful for...
12 Feb 2026
Fugit: measuring early exit risk in structured products
This seventh article takes a detailed look at the lesser known risk...