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Non-collateralized Nature of Structured Products

Home   >   Warrants    >   Volatility Data

Underlying > Average Implied Volatility

Underlying Historical volatility (30 Days) Type 15% ITM - 5% ITM
Warrants Volatilities Information
Compare with Last Week 5% ITM - 5% OTM
Warrent Volatilities Information
Compare with Last Week 5% OTM - 15% OTM
Warrent Volatilities Information
Compare with Last Week
Alibaba Group Holding Ltd (9988) 42.6 Call 39.4 +5.1 38.7 +3.6 44.4 +7.2
Put N/A N/A N/A N/A 66.7 +24.2
TENCENT (0700) 34.7 Call 39.3 -1.7 37.3 +2.2 38.3 +2.9
Put N/A N/A N/A -37.1 37.7 +2.7
HANG SENG INDEX (HSI) 21.8 Call 27.6 +3.0 24.6 +1.3 26.0 +1.7
Put 31.3 +1.5 28.9 +0.7 30.1 +0.3
MEITUAN-W (3690) 56.2 Call 47.5 +1.5 47.0 +0.2 49.1 +2.8
Put N/A N/A N/A N/A 53.3 +3.6
HKEX (0388) 32.7 Call 38.1 +5.8 37.6 +3.5 38.8 +3.0
Put N/A N/A N/A N/A 39.0 +4.3
JD-SW (9618) 42.7 Call 52.6 +3.0 50.1 +1.3 50.9 +1.7
Put N/A N/A N/A N/A N/A N/A
Xiaomi (1810) 52.3 Call 50.0 +7.3 52.2 +6.9 60.2 +10.4
Put N/A N/A N/A N/A N/A -49.8
HSBC HOLDINGS (0005) 37.2 Call N/A -36.1 37.0 +1.9 34.9 +1.7
Put 32.3 -1.1 31.8 -0.5 35.2 +0.2
NTES (9999) 45.0 Call 69.1 -2.6 65.0 -2.3 64.4 +1.1
Put N/A N/A N/A N/A 52.1 +52.1
GEELY AUTO (0175) 69.4 Call 72.0 +23.1 74.5 +24.3 N/A -71.3
Put N/A N/A N/A N/A N/A -66.0
* implied volatilty of warrants with same underlying, same type and delta between 10 - 70%
Last Update: 2020-07-13 16:35 (15 mins delayed)

Underlying > Historical Volatility

Underlying 2020-07-13 2020-07-10 2020-07-09 2020-07-08 2020-07-07
10 Days 20 Days 30 Days 10 Days 20 Days 30 Days 10 Days 20 Days 30 Days 10 Days 20 Days 30 Days 10 Days 20 Days 30 Days
Alibaba Group Holding Ltd (9988) 52.2 42.0 41.0 56.5 42.6 41.0 53.0 42.3 40.8 34.7 33.6 38.0 38.6 33.3 37.9
TENCENT (0700) 39.7 33.4 37.0 40.0 34.7 37.0 36.3 33.4 36.6 38.6 32.7 36.3 34.4 30.2 35.5
HANG SENG INDEX (HSI) 25.6 21.8 30.2 26.7 23.5 30.3 24.9 22.8 30.2 25.0 23.0 30.2 25.5 23.1 30.2
MEITUAN-W (3690) 58.4 56.6 59.4 59.8 56.2 59.4 58.7 57.0 59.4 57.2 61.3 59.2 49.1 60.1 58.3
HKEX (0388) 40.1 32.5 33.8 39.0 32.7 33.8 36.9 31.7 33.6 36.0 31.4 33.2 37.0 34.2 33.0
JD-SW (9618) 45.5 42.5 57.9 43.5 42.7 57.7 40.3 42.1 57.6 26.3 40.0 56.6 29.2 43.3 56.6
Xiaomi (1810) 56.0 51.4 49.9 64.2 52.3 50.0 71.0 53.5 50.3 70.7 52.5 49.8 66.4 47.9 48.0
HSBC HOLDINGS (0005) 41.2 37.7 39.1 39.7 37.2 38.9 39.1 36.9 38.8 40.4 38.1 38.9 34.6 35.8 38.4
NTES (9999) 50.6 44.1 57.3 49.6 45.0 57.3 48.2 45.6 57.2 23.7 38.6 55.3 20.1 44.6 55.1
GEELY AUTO (0175) 86.8 71.5 62.3 84.4 69.4 61.1 86.6 69.3 60.8 85.8 69.1 60.9 88.4 69.1 61.5
Underlying 2020-07-13 2020-07-10 2020-07-09
10 Days 30 Days 10 Days 30 Days 10 Days 30 Days
Alibaba Group Holding Ltd (9988) 52.2 41.0 56.5 41.0 53.0 40.8
TENCENT (0700) 39.7 37.0 40.0 37.0 36.3 36.6
HANG SENG INDEX (HSI) 25.6 30.2 26.7 30.3 24.9 30.2
MEITUAN-W (3690) 58.4 59.4 59.8 59.4 58.7 59.4
HKEX (0388) 40.1 33.8 39.0 33.8 36.9 33.6
JD-SW (9618) 45.5 57.9 43.5 57.7 40.3 57.6
Xiaomi (1810) 56.0 49.9 64.2 50.0 71.0 50.3
HSBC HOLDINGS (0005) 41.2 39.1 39.7 38.9 39.1 38.8
NTES (9999) 50.6 57.3 49.6 57.3 48.2 57.2
GEELY AUTO (0175) 86.8 62.3 84.4 61.1 86.6 60.8
Last Update: 2020-07-13 16:35 (15 mins delayed)

Underlying > Front Month Listed Option Implied Volatility

Underlying Front Month Listed Option Implied Volatility
CK Hutchison (0001)19% - 20%
CLP HOLDINGS (0002)15% - 16%
HK & CHINA GAS (0003)15% - 16%
WHARF HOLDINGS (0004)24% - 25%
HSBC HOLDINGS (0005)19% - 20%
HK ELECTRIC (0006)15% - 16%
HANG SENG BANK (0011)15% - 16%
HENDERSON LAND (0012)22% - 23%
SHK PPT (0016)21% - 22%
NEW WORLD DEV (0017)21% - 22%
SWIRE PACIFIC A (0019)17% - 18%
BANK OF E ASIA (0023)25% - 26%
GALAXY ENT (0027)33% - 34%
MTR CORPORATION (0066)15% - 16%
SINO LAND (0083)25% - 26%
HANG LUNG PPT (0101)24% - 25%
KUNLUN ENERGY (0135)25% - 26%
CHINA MER PORT (0144)28% - 29%
WANT WANT CHINA (0151)33% - 34%
CITIC (0267)24% - 25%
CATHAY PAC AIR (0293)25% - 26%
TINGYI (0322)33% - 34%
SINOPEC CORP (0386)26% - 27%
HKEX (0388)20% - 21%
LI & FUNG (0494)31% - 32%
CHINA OVERSEAS (0688)24% - 25%
TENCENT (0700)23% - 24%
CHINA UNICOM (0762)25% - 26%
LINK REIT (0823)19% - 20%
CHINA RES POWER (0836)34% - 35%
PETROCHINA (0857)24% - 25%
CNOOC (0883)27% - 28%
CCB (0939)20% - 21%
CHINA MOBILE (0941)21% - 22%
LENOVO GROUP (0992)34% - 35%
CKI HOLDINGS (1038)18% - 19%
HENGAN INT'L (1044)26% - 27%
CHINA SHENHUA (1088)32% - 33%
CHINA RES LAND (1109)28% - 29%
CK ASSET (1113)27% - 28%
AIA (1299)21% - 22%
ICBC (1398)21% - 22%
(1880)37% - 38%
SANDS CHINA LTD (1928)31% - 32%
PING AN (2318)24% - 25%
MENGNIU DAIRY (2319)30% - 31%
BOC HONG KONG (2388)18% - 19%
CHINA LIFE (2628)25% - 26%
BANKCOMM (3328)22% - 23%
BANK OF CHINA (3988)19% - 20%
HANG SENG INDEX (HSI)16% - 17%
Last Update: 2020-07-13 16:35 (15 mins delayed)
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