07 Jun 2024
Spotlight on the Magnificent 7 – Apple down… but not out
We analysed the performance of US structured notes linked to shares of Apple, whose market value has been exceeded by Nvidia this week.
24 May 2022
US market: single index structures back on track, worst of baskets lose traction
In part one of a two-part article, we look at the size of the market, the latest investment themes, and the most popular underlyings and payoffs over the last five years.
11 Mar 2022
Product wrap: J.P. Morgan sticks with Apple for US autocalls
In this week’s wrap, we look at a selection of structured products with strike dates between 6-12 March 2022.
06 Dec 2021
US market review - October 2021: all rise
SRP takes a look at some of the most significant developments in the US structured product market during October 2021.
29 Jul 2021
Apple-linked sales up 70% YoY in US
The leading tech giant has strengthened its presence as a top underlying in the US structured products market over the past year.
15 Jun 2020
Analysis: impact of implied vol on underlyings during the market crash
Using a bond interpolation method, our analysts draw some parallels between the performance of Treasury bonds and structured products.They also look at put and call options for two popular underlyings – Apple and the S&P 500, during the market crash of mid-March, comparing the February-April 2020 versus the same period in 2019.