UBS Equities-US Equity Derivatives Strategy _Jack of vol trades Defensiv...-108193735
Global Research and Evidence Lab US Equity Derivatives Strategy Jack of vol trades: Defensives rotation raising
报告摘要
Global Research and Evidence Lab US Equity Derivatives Strategy Jack of vol trades: Defensives rotation raising
报告信息
- 文件全名
- 《UBS Equities-US Equity Derivatives Strategy _Jack of vol trades Defensiv...-108193735.pdf》
- 适合读者
- 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
常见问题
《UBS Equities-US Equity Derivatives Strategy _Jack of vol trades Defensiv...-108193735》主要包含哪些内容?
Global Research and Evidence Lab US Equity Derivatives Strategy Jack of vol trades: Defensives rotation raising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。
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覆盖 2024 年,全文共 12 页。
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这份报告适合哪些读者?
适合投资人、行业研究员等读者参考。
报告涉及哪些关键议题?
重点分析了CPI等议题。
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