UBS Equities-US Equity Derivatives Strategy _Jack of vol trades Defensiv...-108193735
2024-05宏观经济12免费
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- 📄 文件全名
- 《UBS Equities-US Equity Derivatives Strategy _Jack of vol trades Defensiv...-108193735.pdf》
- 🎯 适合读者
- 投资人行业研究员
- 📊 核心数据
- How low can we go?: VIX Jun 13 put vs. 16/19 call spread, collect $0.025 (40%
- Playing defense: XLU Jul 75 call, pay $0.65 (0.9% premium; 25% delta; 71.27
- seems fair, or does it? The S&P 500 has not had a -2% day in >300 trading days since
- higher in volatility risk premia ahead of key CPI and Retail Sales data this week (>1%
- 🏷️ 核心议题
- #CPI