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SuperDerivatives® SD-EQ is the benchmark system for equity options. It provides real-time, accurate market prices, risk management and analytics for all equity options from vanillas to all exotics, including cross-currency ones.

SD-EQ also accurately prices volatility, equity and dividend swaps, and built-in or custom-made multi-leg structures. The 24-hour system is completely web-based.

SD-EQ enables online pricing of options on thousands of underlying stocks and indices traded in leading stock exchanges globally across Europe, North America and Asia Pacific. The system effectively blends over-the-counter (OTC) and exchange-traded options markets.

The 24-hour system is completely web-based. SD-EQ is regularly updated, yet it requires no installation, maintenance or upgrades. SuperDerivatives renowned helpdesk is available 24 hours a day, staffed with trading professionals.

As well as its highly accurate pricing power,SD-EQ provides rich analytics capabilities including:

  • Real-time Volatility Surface for each underlying single stock or index, allowing 1-click pricing.
  • Advanced charting tools that describe option sensitivity to all market parameters over the life of the options.
  • Full historical database of market closing prices and volatilities with analysis & graphing tools.
  • Automatic deposit notes structure builders in all currencies.
  • Single and multi-leg solver and an automatic hedging strategy generator.
  • Term Structure page up to 10 years. For long-dated tenors not available in the OTC or exchange market, the system suggests rates calculated analytically by the SuperDerivatives pricing engine.
  • Ability to import and export to Excel spreadsheets.

 
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SD-EQ allows powerful risk management of equity options. It enables portfolio management capabilities including life-cycle management utilities such as expirations, knock out/in and fixings.

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SD-EQ allows powerful risk management of equity options. It enables portfolio management capabilities including life-cycle management utilities such as expirations, knock out/in and fixings. The risk management module offers mark-to-market of portfolios and is linked to historical data and enables retroactive revaluations with historical close rates. The system contains risk matrices and a volatility sensitivity analyzer that provide an accurate and complete picture of risk in any dimension.

SD-EQ provides rich and fully customizable interfaces to banks' internal systems and to leading exchanges. The system provides a powerful request-for-quote (RFQ)module and a messaging module (SD-Mail), supporting online OTC dealing. They facilitate communication between clients and banks and with different desks in the same institution. Smooth integration with other systems enables deal capture (STP) leveraging open standards such as XML/FpML.