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Sell high yield straddles, suggests Citi, as implied vol stays wide
8 years ago
Volatility implied by North American credit options is high relative to spreads, according to research published by Citi last week -
Buy a straddle instead of going long CDX, says Morgan Stanley
9 years ago
Research expects minimal upside from credit indices in the near term and suggests using options -
SocGen backs coco 'death spiral' trade
9 years ago
Investors should consider buying put options on the equties of banks issuing alternative tier 1 bonds (AT1), a play that could lead to a so-called 'death spiral'. -
JP Morgan recommends trading equity options against credit payers
9 years ago
Credit is trading in line with equity-implied levels for the first time in at least 18 months, leading to opportunities in options, says JP Morgan. -
Buy into options smile, recommends Morgan Stanley
14 years ago
Declining demand for payer credit options (the right to buy protection) in recent weeks means that it is now cheaper to buy these options than at any time since the collapse of Lehman Brothers in absolute price terms, says Morgan Stanley
5 results found Showing page 1 of 1
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