Tag: Volatility
Esma sounds alarm on zero-day options ETPs
Europe | Regulations & Legal
19 Sep 2024 by SRP News
The warning coincides with the launch of Europe’s first zero-day-to-expire options (0DTE) listed products by Leverage Shares.
Cboe looks at QIS to augment structured products offering
North America | Indices
31 Jul 2024 by Pablo Conde
The US options exchange is seeking to leverage new indices under the VIX lens to expand the structured products market beyond the OTC space.
BNPP: dispersion strategies deliver in rising markets
International | Products
24 Jul 2024 by Pablo Conde
With correlation falling and dispersion at all time high relative to volatility, the path ahead for dispersion strategies remains a subject of debate in the market.
SX5E: SG favours long put spreads, BofA eyes V2X futures
International | Industry
12 Jun 2024 by Summer Wang
The Eurostoxx 50 Index (SX5E) is providing new opportunities, according to the latest equity derivatives research.
SRP Apac 2024: structured products play ‘enabler’ within each asset class
Asia Pacific | Conferences
21 May 2024 by Jocelyn Yang
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.
Cboe: VIX downward trend not triggered by vol-selling strategies
International | Industry
27 Mar 2024 by Pablo Conde
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.
SRP Europe 2024: moving to a hybrid flavour
Europe | Industry
19 Mar 2024 by Marc Wolterink
Deleveraging, hybrid baskets and the impact of platforms on bespoke structured products.
BIS: VIX drop fuelled by yield enhancement products
International | Indices
08 Mar 2024 by Pablo Conde
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.
Korean banks halt HSCEI-linked sales, implied vols unscathed by Vega bids
Asia Pacific | Industry
13 Dec 2023 by SRP News
Five major banks in South Korea have now halted the sale of equity linked securities (ELS) linked to the Hong Kong Hang Seng China Index (HSCEI).
