Insights by Tag:

Delta

Analysis
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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...

Analysis
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13 May 2026

SX5E eclipses SMI in structured products exposure

While Switzerland remains a major structured products hub, SRP Greeks...

Analysis
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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...

Analysis
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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...

Analysis
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20 Feb 2026

Amazon drawdown compresses knock-in buffers, delta nearly doubles

The stock’s sharp drop has been particularly impactful for...

Analysis
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07 Jan 2026

Greeks analysis: FTSE 100 v Nikkei 225

We look at key Greeks metrics across the FTSE 100 and Nikkei 225 to...

Analysis
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22 Oct 2025

Greeks comparison - diverging stocks

This article is based on data provided by the SRP Greeks application...

Analysis
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24 Sep 2025

SRP Greeks analysis: evaluating backtesting

Using backtested data sets can be useful for traders to gain extra...

Analysis
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13 Aug 2025

SRP Analysis – Greek sensitivities during the tariffs shock

In this article we look at the Greek dynamics of several underlyings...