Volatility Strategies

​HSCEI Peak Vega? Not Just Yet: SocGen

Jul 19, 2018

Those fearing a repeat of the 2015 HSCEI selloff and its effect on the regions autocallables, amid the escalating U.S., China trade war, should rest easy. The benchmark is far from peak vega and the average knock-in levels those products were structured with in 2017.

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