After the publication of a first article in March 2022, we come back in this article to update the cover premiums at the end of August 2022.
Here we focus on option premiums according to three different views:
- Long Vol Hedging: characterised by a -5%/-20% 1 year hedging option
- Tail risk hedging": characterised by a -20% 1 year hedge option
- X-Asset: focus on the volatility of different asset classes
Alexandre RYO, Head of Development for Ellipsis AM's Overlay & Customised Portfolio Solutions division, shares his analysis on the Swiss website Investir.ch.
Click below to read the article and access the Investir.ch website.