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.

Explanation:
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.
 

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