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FX-LINKED STRUCTURED TIME DEPOSITS VERSUS BARRIER AND STANDARD OPTIONS: A COMPARATIVE STUDY

100%
Krawiec M.
Metody Ilościowe w Badaniach Ekonomicznych
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2018
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vol. 19
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issue 4
398-410
EN
The paper provides a short description of barrier options together with an analysis of their performance compared to the performance of standard options and structured time deposits that incorporate the element of barrier in their construction. The results obtained show that some of considered structured time deposits linked to the foreign exchange rates and standard options could bring some profits unlike the majority of coressponding barrier options. The disadavantage of barrier options is they can stay inactive or a “spike” in the underlying asset price can cause the option to be knocked-out.
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An analysis of profitability of commodity-linked structured time deposits offered in Poland

100%
Monika K.
Acta Universitatis Lodziensis. Folia Oeconomica
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2014
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vol. 2
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issue 301
EN
Recent years have whitnessed increased investors' interest in commodity markets also in Poland. Investment in commodities is possible through various vehicles: purchase of a physical commodity or a commodity-related stock, forward and futures contracts, options, swaps, exchange traded funds, and commodity-linked time deposits. As in 2012 in Poland, several banks offered such deposits, the paper aims at evaluating their profitability from an investor's perspective. As those instruments use some elements typical for options, there were created and studied some options (barrier, Asian, basket, standard) constituting alternatives for the deposits. From the set of analyzed time deposits, only those linked to oil prices appeared to be profitable in the considered period. However, the highest profit would be produced by the combination of barrier options on crude oil.
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