Equity Derivatives

Parameta Solutions has partnered with GMIV (Global Market Insights and Valuation) to provide the latest, independent data and insights across major OTC equity derivatives markets. This includes detailed risk analysis for each derivative’s position, displaying sensitivities such as Delta, Gamma, Theta, Vega, Rho, and Mu.

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Our approach primarily uses listed options data from exchanges as the foundation for calculating implied volatility surfaces. This enables the calculation of curves for options with maturities of up to 20 years using this data. To improve accuracy, the model is calibrated intraday using live market quotes from brokers, especially for long-dated expiries. The cost model overcomes the fundamental drawbacks of traditional models. It does so by incorporating measurable and observable risk parameters from the world’s leading market makers and exchanges. This ensures users of this data can assign a real world risk-reward profile to each market data point.

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**Key Benefits**

- **Single Linear and Non-Linear Package:** establish a complete view of the equity derivatives market via a daily end-of-day report that includes both linear and non-linear prices in a single package. 

- **Comprehensive market analysis and valuation:** Confidently navigate equity derivative risk, optimize capital, and generate alpha. 

- **World leading liquidity venues:** make informed decisions across markets accessing our data service which covers derivatives written on major North American and European equities, such as the S&P 500, Russell 2000, Nasdaq 100, FTSE 100, Eurostoxx 50, and DAX 30.  

- **Data exclusivity:** leverage scarce and exclusive data available only through Parameta’s exclusive partnership with GMIV.  

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**Coverage**

- Equity Dividend Swaps
- Equity Variance Swaps
- Indices: S&P 500 (SPX), Nasdaq 100 (NDX), Russell 2000 (RTY), Dow Jones Industrial Average (INDU), US ETFs, and Single Stocks, Euro Stoxx 50 (SX5E), CAC 40 (France), DAX (Germany), FTSE MIB (Italy), FTSE 100 (UK), Stoxx 600 Banks (SX7E), Nikkei 225 (NKY), KOSPI 200 (KS200), Hang Seng China Enterprises Index (HSCEI), Hang Seng Index (HSI), NKY Single Stocks
- Currencies: CAD, EUR, GBP, HKD, JPY, KRW, USD
- Brands: TP

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Expected workflow:

- Request Data Product via this listing
- Parameta Solutions will reach out and discuss your requirements
- Data will be shared via Snowflake Private Sharing

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原始信息汇总

Equity Derivatives 数据集概述

数据集提供商

Parameta Solutions（TP ICAP Group成员）

数据集描述

提供关于股票方差互换、股票股息互换和股票方差波动率的关键数据，包含主要OTC股票衍生品市场的最新独立数据和洞察。

关键特性

• 数据范围：
  • 股票股息互换
  • 股票方差互换
  • 股票方差波动率
• 指数覆盖：
  • 北美和欧洲主要股票指数（如S&P 500、Nasdaq 100、Russell 2000、Euro Stoxx 50等）
  • 亚洲指数（如日经225、KOSPI 200、恒生指数等）
  • 单只股票
• 货币覆盖：CAD、EUR、GBP、HKD、JPY、KRW、USD
• 品牌：TP

主要优势

1. 综合视图：通过包含线性和非线性价格的每日报告，建立股票衍生品市场的完整视图。
2. 市场分析与估值：帮助用户有效管理股票衍生品风险、优化资本并创造alpha。
3. 流动性场所：覆盖主要北美和欧洲股票的衍生品数据。
4. 数据独占性：通过Parameta与GMIV的独家合作提供稀缺数据。

业务需求

• OTC股票衍生品估值：提供实时独立估值，包括期权、方差互换和股息互换。
• 风险管理：提供风险溢价、隐含波动率等字段，帮助用户理解和减轻投资组合风险。
• 市场分析：提供前沿研究、每日波动率报告和交易想法生成。
• 历史数据回测：提供完整历史数据，包括波动率曲面和股息流。
• 股票期权销售支持：为客户提供准确可靠的期权结构估值。

技术细节

• 更新频率：每日
• 时间覆盖：2014年1月1日之后
• 地理覆盖：全球（按国家）
• 云区域可用性：支持AWS多个区域（如非洲开普敦、亚太雅加达等）

获取流程

1. 通过列表请求数据产品。
2. Parameta Solutions将与您联系并讨论需求。
3. 数据将通过Snowflake Private Sharing共享。

联系方式

• 销售：[e-mail]
• 支持：[e-mail]

分类

• 金融
• 市场分析