Structured Products House of the Year: Deutsche Bank
Despite directionless markets, Deutsche Bank is creating customised and innovative structured products that are keeping both institutional and retail clients excited
Commodities, like equities, tend to be less volatile than their option prices imply. That drives up implied volatility relative to realised volatility - a phenomenon that has been widely exploited in structured products linked to popular stock market indexes. But in 2013, Deutsche Bank decided to apply the idea to Brent crude oil, coming up with the DB Brent Short Volatility Index.
In a directionless oil market, the product has proven popular. More generally, with most commodity indexes ending
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