Product performance

Eva Berlinska compares the performance of three accelerated growth products with American-style protection barriers that are based on the common stock of Molycorp Corporation, Green Mountain Coffee and Sears Holding Corporation

American flag
Protection barriers - American style

The performance of accelerated growth structured products is highly dependent on the movement of the underlying, as can be seen in the three products under consideration. All have a strike date of November 25, 2011 and have been valued weekly. To show the effect of different market parameters on the valuation of the product, the underlying implied volatility and the local risk-free rate are also shown in the charts.

The three products feature an American-style protection barrier, which is

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here