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...
04 Feb 2026
Greeks analysis: deeper sensitivities in FTSE 100 and Nikkei 225 structures
Second-order Greeks come under the spotlight as we look at Theta,...
07 Jan 2026
Greeks analysis: FTSE 100 v Nikkei 225
We look at key Greeks metrics across the FTSE 100 and Nikkei 225 to...
19 Dec 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option...
16 Dec 2025
Behind the barrier: structured products move markets more than you think
Explosive growth in autocallables and reverse convertibles is turning...
03 Dec 2025
Greeks comparison - Microsoft and Nvidia (Part 2)
This article follows on from an earlier piece that examined Delta,...
28 Nov 2025
Analysis: how barrier levels and Greeks shape risk in Nvidia-linked soft-protection notes
SRP analysed the behaviour cycle of structured products linked to the...
23 Oct 2025
Greeks: negative Epsilon shows market dominance of short-put exposure via SPX-linked (B)RCS
Second-order Greeks are particularly useful for modeling stress...
22 Oct 2025
Greeks comparison - diverging stocks
This article is based on data provided by the SRP Greeks application...
25 Sep 2025
Analysis: jump over the barrier and back strategy
This fourth article explores the “jump over the barrier and back”...