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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) 20.5 Call 29.4 -1.0 25.6 -0.8 28.4 +2.1
Put 27.3 +0.4 25.9 -0.1 28.7 +0.7
HANG SENG INDEX (HSI) 15.4 Call 22.0 +1.5 18.8 +1.7 22.1 +4.7
Put 19.8 +2.5 21.2 +1.9 22.4 +1.4
PING AN (2318) 18.2 Call 26.4 -0.3 22.9 +0.2 25.1 +2.5
Put N/A N/A 22.3 +0.3 25.0 -0.1
HKEX (0388) 18.1 Call 27.8 +1.4 26.4 +2.6 27.4 +1.1
Put 26.8 -0.7 25.8 -0.5 31.3 +0.4
MEITUAN-W (3690) 43.6 Call 41.7 -0.8 42.2 +1.2 42.5 +1.1
Put N/A -44.5 45.8 +2.0 44.1 +0.5
AIA (1299) 25.9 Call N/A -26.5 28.0 +3.7 32.7 +7.6
Put 27.8 +1.0 28.5 +0.6 30.2 -0.6
GALAXY ENT (0027) 28.9 Call 41.2 -1.9 36.3 -0.8 35.2 +4.8
Put N/A N/A 30.1 -3.3 34.7 -0.1
HSBC HOLDINGS (0005) 16.0 Call N/A N/A 19.5 +0.8 20.2 -0.7
Put 26.1 +4.9 19.8 +1.1 21.9 +0.8
AAC TECH (2018) 40.5 Call 45.2 -7.5 46.5 -1.5 49.3 +0.4
Put N/A -53.1 53.1 -1.0 50.4 +0.6
Xiaomi (1810) 27.1 Call N/A N/A 35.1 -1.4 36.7 +1.1
Put 39.5 +1.9 38.1 +0.6 40.9 -0.3
* implied volatilty of warrants with same underlying, same type and delta between 10 - 70%
Last Update: 2019-11-15 16:35 (15 mins delayed)

Underlying > Historical Volatility

Underlying 2019-11-15 2019-11-14 2019-11-13 2019-11-12 2019-11-11
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) 24.1 20.5 22.7 24.1 20.5 22.9 21.5 19.9 22.6 20.9 19.8 22.6 20.4 18.8 22.5
HANG SENG INDEX (HSI) 19.3 15.2 15.8 19.8 15.6 15.8 20.1 15.3 15.9 17.9 14.3 15.6 17.9 14.2 15.7
PING AN (2318) 15.0 18.1 16.7 16.0 18.2 16.8 15.9 18.2 16.8 15.9 17.9 16.7 15.9 18.0 17.7
HKEX (0388) 20.2 18.2 21.6 21.0 18.1 21.7 22.6 18.2 21.7 19.9 17.2 21.5 20.0 17.3 21.5
MEITUAN-W (3690) 47.6 44.3 37.0 45.0 43.6 36.8 44.5 43.3 36.7 45.4 43.5 36.8 40.7 42.1 36.3
AIA (1299) 31.7 26.0 25.6 32.2 25.9 25.6 33.2 25.4 25.5 28.5 23.2 25.0 28.5 23.2 25.2
GALAXY ENT (0027) 26.3 28.0 31.8 26.3 28.9 31.9 29.7 28.9 31.9 28.5 28.4 32.0 28.6 28.4 32.0
HSBC HOLDINGS (0005) 11.8 15.6 15.7 12.0 16.0 15.7 12.4 16.3 15.6 10.8 16.1 15.6 12.3 16.1 15.6
AAC TECH (2018) 38.2 40.6 46.1 37.4 40.5 46.1 36.8 39.5 45.8 37.0 39.3 45.9 37.1 39.8 45.9
Xiaomi (1810) 21.7 26.6 28.3 22.1 27.1 28.4 23.4 27.1 28.5 22.5 26.9 28.5 25.4 27.1 28.4
Underlying 2019-11-15 2019-11-14 2019-11-13
10 Days 30 Days 10 Days 30 Days 10 Days 30 Days
TENCENT (0700) 24.1 22.7 24.1 22.9 21.5 22.6
HANG SENG INDEX (HSI) 19.3 15.8 19.8 15.8 20.1 15.9
PING AN (2318) 15.0 16.7 16.0 16.8 15.9 16.8
HKEX (0388) 20.2 21.6 21.0 21.7 22.6 21.7
MEITUAN-W (3690) 47.6 37.0 45.0 36.8 44.5 36.7
AIA (1299) 31.7 25.6 32.2 25.6 33.2 25.5
GALAXY ENT (0027) 26.3 31.8 26.3 31.9 29.7 31.9
HSBC HOLDINGS (0005) 11.8 15.7 12.0 15.7 12.4 15.6
AAC TECH (2018) 38.2 46.1 37.4 46.1 36.8 45.8
Xiaomi (1810) 21.7 28.3 22.1 28.4 23.4 28.5
Last Update: 2019-11-15 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: 2019-11-15 16:35 (15 mins delayed)
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