Basket Options: Creating Structured Notes
Interactive

Basket Options: Creating Structured Notes

Intuition Publishing
Updated Sep 24, 2020

Structured notes allow smaller investors to gain access to derivative markets, and we discuss the option plus zero-coupon structure here. We examine how this structure is used to achieve principal protection, and then demonstrate this using an example. We conclude with a discussion of the participation rate in the option plus zero-coupon structure.

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