19 Sep 2024
Esma sounds alarm on zero-day options ETPs
The warning coincides with the launch of Europe’s first zero-day-to-expire options (0DTE) listed products by Leverage Shares.
12 Aug 2024
SRP in brief: a rollercoaster ride
SRP breaks down the live Nikkei 225-linked products with knock-in barrier put following last week's stock markets shakeout, while AI themes continue to thrive.
05 Aug 2024
SRP in brief: in fear of the VIX
New VIX indices, funds of structured products, market reviews, and more were covered by SRP’s news team last week.
31 Jul 2024
Cboe looks at QIS to augment structured products offering
The US options exchange is seeking to leverage new indices under the VIX lens to expand the structured products market beyond the OTC space.
21 May 2024
SRP Apac 2024: structured products play ‘enabler’ within each asset class
Panelists discussed the timeline for potential interest rate cuts, low volatility, geopolitical risks and how structured product market participants can navigate current macro factors at the SRP Asia Pacific 2024 conference held in Singapore earlier this month.
02 Apr 2024
SRP in brief: Enhancing collaboration
Vontobel continues to collaborate with Luma Financial Technologies on product offerings, while Lincoln Financial introducing the first dual trigger account in the US FIAs market.
27 Mar 2024
Cboe: VIX downward trend not triggered by vol-selling strategies
The options exchange concludes that there is no compelling evidence that the growth in products selling options is having a disproportionate impact on the equity volatility market as the decline in equity volatility is in line with other asset classes.
08 Mar 2024
BIS: VIX drop fuelled by yield enhancement products
A report released by the international financial institution which is owned by member central banks suggests that the direction of the VIX index throughout 2023 is not a result of the increasing use of 0DTEs but a function of the increasing number of yield-enhancement products in the market.
07 Nov 2023
Analysis: commoditising volatility
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
06 Nov 2023
Analysis: commoditising volatility
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
18 Oct 2023
Credit VIX – tracking the credit markets
The recent launch of the latest VIX iteration indicates the increasing investor focus on credit as higher rates crush corporates.
03 Oct 2023
Research: volatility and OTM call returns
Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.