Trade of the month: choosing products when volatility is high

Trade of the month: when volatility is high

rollercoaster

In this, the second of two articles about volatility, we examine the best product selection for when levels rise from their current low level.

Autocalls and leveraged return notes are extremely common in today's market, and, as they are unaffected by changes in volatility, they may remain popular if it rises.

Products that would directly benefit from volatility increases include participation products and straddles because they simply take a long volatility position at the outset. However, these

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here