Insights by Tag:

Sensitivities

Expert View
Greeks: delta - the put/call parity rule

23 Jan 2025

Greeks: delta - the put/call parity rule

As the launch of the SRP Greeks solution approaches, we dive deep into the various risk characteristics that the option positions in structured products are exposed to.

Analysis
Greeks – Delta: the put/call parity rule

22 Jan 2025

Greeks – Delta: the put/call parity rule

As the launch of the SRP Greeks solution approaches, we dive deep into the various risk characteristics that the option positions in structured products are exposed to.