By now, most Swiss wealth managers will have received offers on so called โOutperformance...
Latest articles on Products
Reverse Convertible, Barrier Reverse Convertible, Autocallable, Credit Linked Note, Floored Floaters, Bonus certificate, Capital protected notes are the most usual structured products.Here you will findย a description of each of them.
The 60/40 Portfolio and Structured Products: Are Autocallables Equity or Bond?
Investors have piled up on equity autocallables in the past...
The Risks of the Vol KO Put
Recently we have looked at the benefit of the Vol KO put for the investors. They indeed provide a...
Volatility KnockOut Puts : Pay For The Way The Market Is (Not) Moving
We wrote recently about the temptation of the 3-month 95% put on SPX, that rarely pays out....
The Temptation of the 95% Strike Put
Investors are always reluctant to buy puts to protect their portfolio. Indeed, the market โusually...
Are Best Of Puts The Worst Hedges ?
Investors do no like to lose money when the market is correcting. Nevertheless, they do not like...
VXX Is Closed And That Is Good News
Last week, Barclays announced that it has stopped the sales and new issuance of its Exchange...
The Barrier Reverse Convertible
The Barrier Reverse convertible is one of the simplest and oldest form of a yield enhancement...
The Reverse Convertible
The Reverse convertible is the simplest and oldest form of a yield enhancement structured product....
Markets
ATTENTION: NEGATIVE SKEW ON HANG SENG INDEX
The rush into Chinese equities has propelled the ๐๐ฎ๐ป๐ด ๐ฆ๐ฒ๐ป๐ด ๐๐ป๐ฑ๐ฒ๐ ๐ฏ๐ +๐ฏ๐ฑ% over the last month! ๐ง๐ต๐ฎ๐ ๐ฟ๐๐๐ต ๐บ๐ฎ๐ป๐ถ๐ณ๐ฒ๐๐๐...
The 2024 Outlook on Korean Autocallables and the HSCEI $5 Billion Digital: A Deep Dive
The Rising Tide of South Korea's Structured Products Market In the heart of Asia's financial innovation, South Korea...
BAYER SCRAPS ITS DIVIDENDโฆ BEEN THERE, DONE THAT.
The veteran Exotic traders will remember Citibank scrapping its dividend in 2008. They will also remember Telefonica...
Derivates
BAYER SCRAPS ITS DIVIDENDโฆ BEEN THERE, DONE THAT.
The veteran Exotic traders will remember Citibank scrapping its dividend in 2008. They will also remember Telefonica...
HSCEI TV : How Structured Products Distort Volatilities
In the world of structured products, and as mentionned in a previous post, 2024 will be an extraordinary year in South...
2024 Judgement year for Korean Autocalls and the $5billion HSCEI digital.
South Korea is an extremely large market for structured products. A favourite product is the autocall on the worst of...