BNP Paribas has begun offering options on equity volatility carry strategies, in a sign of hedge funds’ growing demand for options-based access to quantitative investments.
The French bank says that so far it has only traded the contracts with a limited number of “key partners” – typically investors that have already traded options on baskets of commodity strategies. BNP Paribas was one of the first dealers to offer the latter type of option, which it began trading in November 2022.
Julien Lascar
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