Tag: Knock-in barriers
SRP in brief: providing value at all stages
International | Industry
07 Oct 2024 by SRP News
An analysis of products featuring down-and-in puts, the SRP Americas 2024 Awards, DLCs in Singapore, and various people moves were among the topics covered by SRP’s news desk last week.
Spotlight on Apac: market correction drives single stock autocalls to risk-sensitive zone
Asia Pacific | Products
27 Sep 2024 by Josafin Fu & Jocelyn Yang
SRP analysed single stock-linked barrier autocalls issued in Asia and the distance to their knock-in barrier levels to assess the impact of the market correction at the beginning of August.
Spotlight on Europe: future early redemption barriers by date and level
Europe | Products
13 Sep 2024 by Nikolay Nikolov
In the second of a two-part article, SRP analyses barrier autocalls and their ability to absorb stock market declines.
Spotlight on Europe: future maturities and risks for barrier autocalls
Europe | Products
23 Aug 2024 by Nikolay Nikolov
In the first of a two-part article, SRP analysed barrier autocalls and their ability to absorb stock market declines.
Nikkei autocalls remain safe despite Japan stock crash
International | Products
09 Aug 2024 by Jocelyn Yang & Nikolay Nikolov
From dealers' selling pressure to a breakdown of live products tracking the country's benchmark index knock-in barrier levels, here's what happened to Nikkei 225-linked structured products triggered by Monday’s stock market plunge.
France analysis: cap prot up by 30%, knock-in barriers lose ground
Europe | Products
11 Jan 2024 by SRP News
To start the year, SRP analysed capital protection, knock-in barriers and PDI levels in France during 2023.
US market (part 2): autocalls continue to rule, buffers increase
North America | Products
25 May 2022 by Petar Dimitrov
In the second of a two-part article about the US market, we look at autocalls, performances and capital protection over the last three years.
Europe 2021 (part 2): autocalls, knock-in barriers, and capital protection
Europe | Products
22 Feb 2022 by SRP News
With the SRP Europe Conference due next month, we take a closer look at how the European market fared during in 2021. In the second of a two-part article, we highlight the main payoffs, knock-in barriers and levels of capital protection.
France Market Review, July 2021: memory coupons offset market timing
Europe | Market Reviews
02 Sep 2021 by Nikolay Nikolov
Some 120 structured products were added to the SRP France database in July. Of these, 34 are public offers and 84 are private placements.