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Non-collateralized Nature of Structured Products

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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
TENCENT (0700) 24.8 Call 33.4 +1.3 32.7 +7.4 28.1 +0.6
Put N/A N/A 28.0 +0.9 29.7 +0.2
HANG SENG INDEX (HSI) 14.6 Call 19.8 +3.2 16.5 +1.5 20.5 +4.2
Put N/A N/A 23.2 +1.6 24.1 -0.2
Alibaba Group Holding Ltd (9988) 18.8 Call 32.3 +1.1 31.2 +0.2 31.2 N/A
Put N/A N/A 34.8 -4.6 32.0 -0.4
MEITUAN-W (3690) 34.5 Call 42.6 +5.3 38.5 +1.5 37.4 -1.0
Put 38.6 +38.6 38.4 -0.8 39.7 -0.2
PING AN (2318) 24.0 Call 26.2 +2.2 24.3 +2.7 27.1 +2.2
Put N/A N/A 22.9 +1.7 42.9 +1.4
Xiaomi (1810) 53.4 Call 39.2 +1.8 41.7 +1.9 44.7 +6.2
Put N/A N/A 41.7 +41.7 42.7 +3.6
HKEX (0388) 22.3 Call 28.5 +5.6 25.0 +1.0 27.3 -0.4
Put N/A N/A 25.5 -7.8 25.7 -0.8
AIA (1299) 25.5 Call 26.9 +1.1 27.2 +1.9 43.0 +14.7
Put N/A N/A 24.6 -2.3 28.6 N/A
CHINA MOBILE (0941) 22.2 Call 25.0 +3.7 22.1 +3.0 27.1 -0.6
Put N/A N/A N/A N/A 24.3 +2.4
GALAXY ENT (0027) 41.0 Call 36.4 +2.9 34.5 +2.3 47.8 +19.0
Put N/A N/A 38.5 +38.5 38.3 +0.5
* implied volatilty of warrants with same underlying, same type and delta between 10 - 70%
Last Update: 2020-01-24 16:35 (15 mins delayed)

Underlying > Historical Volatility

Underlying 2020-01-24 2020-01-23 2020-01-22 2020-01-21 2020-01-20
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
TENCENT (0700) 21.0 24.9 22.1 24.2 24.8 22.2 25.2 24.3 22.0 24.9 24.3 22.3 22.1 22.4 21.8
HANG SENG INDEX (HSI) 19.1 14.6 15.2 19.2 16.3 15.2 19.8 15.8 15.0 19.1 15.6 16.0 12.4 12.8 15.3
Alibaba Group Holding Ltd (9988) 21.5 18.7 25.6 22.1 18.8 25.7 21.2 17.3 25.7 21.4 18.4 26.2 18.1 17.4 26.5
MEITUAN-W (3690) 41.3 33.9 38.3 42.2 34.5 38.3 34.5 30.6 37.2 36.9 30.1 37.1 30.3 27.2 36.4
PING AN (2318) 36.8 24.0 18.7 36.9 24.0 18.7 35.9 23.5 18.5 35.9 23.1 18.3 27.0 18.6 16.9
Xiaomi (1810) 70.8 53.0 37.5 71.5 53.4 37.5 64.4 50.9 37.1 55.1 46.4 34.8 47.1 43.7 34.0
HKEX (0388) 23.3 22.2 21.5 22.9 22.3 21.6 23.7 21.3 21.3 23.4 21.4 21.2 16.5 19.0 20.7
AIA (1299) 23.0 25.5 25.8 23.2 25.5 25.8 26.0 25.5 26.0 25.8 25.3 25.9 20.9 22.9 25.2
CHINA MOBILE (0941) 32.3 23.0 18.3 32.1 22.2 17.9 29.4 21.1 17.6 25.6 19.1 16.8 21.3 17.0 16.4
GALAXY ENT (0027) 38.0 40.9 31.6 39.7 41.0 31.6 38.2 39.5 31.0 37.1 39.8 31.1 34.1 38.0 30.5
Underlying 2020-01-24 2020-01-23 2020-01-22
10 Days 30 Days 10 Days 30 Days 10 Days 30 Days
TENCENT (0700) 21.0 22.1 24.2 22.2 25.2 22.0
HANG SENG INDEX (HSI) 19.1 15.2 19.2 15.2 19.8 15.0
Alibaba Group Holding Ltd (9988) 21.5 25.6 22.1 25.7 21.2 25.7
MEITUAN-W (3690) 41.3 38.3 42.2 38.3 34.5 37.2
PING AN (2318) 36.8 18.7 36.9 18.7 35.9 18.5
Xiaomi (1810) 70.8 37.5 71.5 37.5 64.4 37.1
HKEX (0388) 23.3 21.5 22.9 21.6 23.7 21.3
AIA (1299) 23.0 25.8 23.2 25.8 26.0 26.0
CHINA MOBILE (0941) 32.3 18.3 32.1 17.9 29.4 17.6
GALAXY ENT (0027) 38.0 31.6 39.7 31.6 38.2 31.0
Last Update: 2020-01-24 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: 2020-01-24 16:35 (15 mins delayed)
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