Product performance

Suzi Hampson
06 Oct 2010

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The principal-protected product has 87% gearing linked to the FTSE 100. Looking at the graph, from the end of the April the price of the product mimics and is higher than the spot of the underlying. Considering the structure of a typical principal-protected product, the price should reflect the spot in most circumstances. However, the price of the structure is sensitive to the prevailing interest rate and volatility levels.

For the period up to the end of April, rates increased and volatility

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]