Equities

Equity services
SuperDerivatives services the equity derivatives market through SDX, its portfolio and risk management extension module RMX, as well as through independent valuation and market data services which cover over 80 derivative instruments and maintain implied volatility surfaces on 3000+ single stocks and 200+ indices.

Equity derivatives have always been an innovative product structuring market containing some of the most complex structures built on the most complex underlyings. The nature of the equity business also carries implications in terms of correlations between asset classes as it is very common for them to be built of quanto correlations (EQ-FX) and cross asset correlations (EQ - IR). SDX supports all of your pricing and structuring needs and comes with all the implied market data necessary for this very diverse range of options and structures.

Trading products
Extremely powerful and user friendly structured products module. SDX provides strong features for developing and distributing products across a whole range of possible instruments. The system provides a catalog of the most widely traded structured products in the market and allows you to create customisable catalogs as well. Overall, the module provides best-in-class structuring tools such as solvers, back tests to run comparisons with past market conditions, pricing tables which cover all possible parameters, and the basket optimizer to help you discover the best structured product for your investment needs.

Comprehensive correlations. SDX includes a correlation module, which not only offers historical tools for analysis, but also contains various implied correlation tables showing numerous permutations, including indices vs. stocks, stocks vs. stocks, indices vs. indices, and currencies vs. stocks or indices. The comprehensive basket module uses these implied correlations to enable pricing, and reuse of options on baskets of stocks and indices.

The best knowledge and analytics. SDX also offers a rich range of analytic capabilities, including advanced charting tools, a full historical database of market closing prices and volatilities, automated structured note builders in all currencies and a term structure page up to ten years.

Exceptionally adaptable and all-inclusive. The unique modular format of the technology allows you to extend the functionality of SDX into a full portfolio management solution showing consistent Greeks and run risk matrices. It can also produce retroactive valuations, create pricing grids and export all of the data and outputs to Excel.

Market data
Our equity market data is subject to a robust analytical process which runs 24 hours a day covering a large and diverse equity universe; all the data is implied and extends up to 10 years in duration. The team emulates the processes followed by every trading desk when constructing curves and surfaces.

Clarity in OTC markets. Our equity derivative market data covers over 3000 stocks and indices and includes implied forward curves, implied dividends, implied volatilities, implied correlations and implied quanto correlations for; tenors from O/N to 10 years.

Independent valuations
SuperDerivatives provides valuation clients a comprehensive, independent and market reflective revaluation service, eValueX, for entire portfolios. Our dedicated team and award winning market data allows us to process everything in the equity derivative market from vanilla to extremely complex structured transactions.

Core Funtionality Click here for a full view

Pre-trade analysis
  • price discovery analysis
  • product coverage
  • market data monitor
  • multi asset historical analysis
  • excel integration
Structuring
  • product construction
  • strategy store
  • strategy tester
  • formula linker
  • product distribution
Pricing
  • price discovery on all products in all markets
  • price comparison
  • live market data
  • best reflection of interbank market prices
Quote management
  • online management of quotations
  • request for quote
  • online chat facility with trader
  • automated deal capture
Trade capture
  • one click trade capture
  • integration to downstream systems
  • trade maintenance in SDX
  • trade view
Trade blotter
  • view risk at book/position/trade level
  • view by client
  • manage lifecycle events
  • monitor risk and events

Market data viewer
  • volatility surfaces
  • all curves
  • dividend forecast
  • historical data
Risk analysis
  • manage portfolio or book of risk
  • derivatives and underlying hedges
  • bucketed risk
  • scenario analysis
  • HVaR & CVA
Reporting
  • transaction & position reporting
  • risk reporting and exposure management
  • report integration to downstream systems