Tag: VIX
Research: volatility and OTM call returns
International | Expert View
02 Oct 2023 by Tobias Sichert
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.
Low volatility opportunities
International | Expert View
03 Aug 2023 by Tim Mortimer - FVC
In the early stages of the Covid pandemic in 2020, there was significant economic turmoil and a stock market crash.
Low volatility opportunities
International | Products
02 Aug 2023 by Tim Mortimer - FVC
In the early stages of the Covid pandemic in 2020, there was significant economic turmoil and a stock market crash.
Latest: Barclays suspends sales and issuances of oil, VIX ETNs
International | Products
15 Mar 2022 by SRP News
Barclays Bank has suspended any new sales from inventory and any issuances of each of the iPath Pure Beta Crude Oil ETNs due April 18, 2041 and the iPath Series B S&P 500 VIX Short-Term Futures ETNs due January 23, 2048, until further notice.
Analysis: coping with market corrections
International | Industry
16 Feb 2022 by Tim Mortimer - FVC
As has been widely reported in the financial press recently most major markets have experienced a significant correction from the highs posted at the end of 2021.
UBS fined for VIX ETN mis-selling
North America | Regulations & Legal
19 Jul 2021 by SRP News
The Swiss bank has settled charges related to investments in a ‘complex’ exchange-traded product (ETP).
Underlying issues: OCC v OTC
North America | Indices
23 Jun 2021 by SRP News
Cboe Global Markets and the VIX Index are a well-known duo, but the US exchange’s index services business has found its niche as a specialist provider in the domestic structured ETFs space.
SEC charges S&P DJI over VIX failures
North America | Regulations & Legal
18 May 2021 by Lavanya Nair
The US watchdog has fined the index provider for failing to disclose ‘critical features’ of the volatility index.
Understanding the Greeks: all pricing parameters
International | Products
09 Dec 2020 by Tim Mortimer - FVC
This article is the second part of a survey on the importance and role of Greeks in structured products and derivatives.