Tag: Put options
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.
Latest: DZ Bank deploys new ESG DAX play via discount certificates
Europe | Industry
26 Mar 2024 by SRP News
At this week's latest roundup we look at the most recent product and index launches across the world.
The reverse convertible: celebrating its 25 years!
International | Expert View
07 Jun 2023 by Patrick Oberhaensli
This is the story of the first (real) launch of the reverse convertible, told in a practical manner, far from an academic approach.
The reverse convertible: celebrating its 25 years!
International | Industry
07 Jun 2023 by Patrick Oberhaensli
This is the story of the first (real) launch of the reverse convertible, told in a practical manner, far from an academic approach.
Americas – top payoffs 2022: limited reshuffle
International | Products
13 Dec 2022 by Summer Wang
As we approach the year end, we look at the best payoff types of structured products issued year-to-date (YTD) across the US, Canadian, and Latin American markets.
Ninepoint: an alternative to principal-at-risk structured notes
North America | Products
05 Jul 2022 by SRP News
The newly launched Canadian fund reproduces exposure to autocalls by creating a ladder put selling strategy on various equity indices.
SRP China Awards: Shenwan Hongyuan capitalises on market transition
Asia Pacific | Industry
22 Apr 2022 by Summer Wang
The securities house has won the Rising Star accolade at the SRP China Award 2021 on the back of a tier-1 OTC option licence received in 2021, which boosted its structured product business.
Analysis: options valuation – the performance of put options over calls
International | Features
01 Dec 2020 by SRP Academy
In the last part of our analysis, our goal shifted towards analysing the hedging strains faced by structured product issuers with regards to how they allocate their option budget most effectively to offer the wider barrier/buffers and higher participation rates to investors.