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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
HANG SENG INDEX (HSI) 40.8 Call 24.7 -2.8 24.2 -2.5 23.1 -2.8
Put 33.9 -4.2 34.4 -4.3 36.6 -4.7
Alibaba Group Holding Ltd (9988) 48.9 Call 35.0 -5.9 33.8 -3.3 31.3 -2.5
Put 39.6 -2.6 37.3 -1.6 38.5 -6.0
TENCENT (0700) 44.7 Call 34.8 -17.6 32.7 -9.7 30.3 -5.1
Put N/A -39.8 37.9 -1.2 39.0 -3.7
MEITUAN-W (3690) 73.5 Call 45.3 -5.6 42.8 -3.2 41.0 -4.8
Put 52.6 -0.6 47.9 -1.2 49.6 -2.1
Xiaomi (1810) 54.5 Call 48.4 -4.7 46.9 -7.4 44.9 -5.9
Put 55.6 -1.7 52.9 -4.3 52.3 -2.3
HSBC HOLDINGS (0005) 47.4 Call N/A N/A N/A N/A 31.5 +31.5
Put 31.3 -4.6 32.5 -4.2 38.0 +38.0
PING AN (2318) 33.1 Call 32.9 +0.9 30.3 -4.9 27.1 -1.8
Put 32.9 -1.5 32.7 -1.4 38.0 -3.9
AIA (1299) 52.5 Call N/A N/A 33.4 +0.6 30.7 -13.2
Put 49.1 +9.1 37.9 -4.2 40.1 -1.2
CHINA MOBILE (0941) 55.6 Call 29.5 -7.0 36.4 -1.0 33.0 -5.5
Put 39.3 -2.8 36.1 -0.3 39.1 -3.5
HANG SENG CEI (HSCE) 43.4 Call 26.2 -1.8 25.1 -2.2 25.2 -2.4
Put 36.7 -2.7 38.5 -4.4 40.8 -4.9
* implied volatilty of warrants with same underlying, same type and delta between 10 - 70%
Last Update: 2020-04-08 16:35 (15 mins delayed)

Underlying > Historical Volatility

Underlying 2020-04-08 2020-04-07 2020-04-06 2020-04-03 2020-04-02
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
HANG SENG INDEX (HSI) 23.7 40.9 26.8 27.8 40.8 26.7 32.5 40.2 26.6 42.1 39.7 26.5 47.7 39.7 26.5
Alibaba Group Holding Ltd (9988) 22.3 48.8 34.8 23.7 48.9 34.8 25.0 48.7 34.8 46.0 48.8 34.5 51.1 48.8 34.7
TENCENT (0700) 18.5 44.7 32.1 25.4 44.7 32.1 32.4 45.2 32.2 38.0 45.6 32.2 42.2 45.9 32.4
MEITUAN-W (3690) 37.7 73.5 51.7 44.5 73.5 51.7 48.5 73.3 51.9 55.0 73.4 52.1 84.6 73.4 52.5
Xiaomi (1810) 32.1 54.9 49.2 32.4 54.5 49.1 39.0 55.3 49.1 52.8 55.1 49.3 60.2 55.1 49.3
HSBC HOLDINGS (0005) 54.4 47.4 29.4 57.8 47.4 29.4 56.1 45.9 28.9 56.1 44.5 28.6 66.2 44.4 28.3
PING AN (2318) 13.0 33.1 25.4 18.5 33.1 25.4 23.6 32.6 25.3 31.5 32.9 25.4 33.5 32.9 25.4
AIA (1299) 21.2 52.5 35.1 33.7 52.5 35.5 35.5 51.9 35.3 48.6 52.0 35.6 56.4 52.0 35.7
CHINA MOBILE (0941) 31.8 55.8 36.8 27.3 55.6 36.6 35.7 55.4 36.5 40.6 55.0 36.5 69.5 54.3 36.2
HANG SENG CEI (HSCE) 23.5 43.5 28.6 26.7 43.4 28.5 32.9 42.9 28.4 40.6 42.7 28.4 49.2 42.8 28.4
Underlying 2020-04-08 2020-04-07 2020-04-06
10 Days 30 Days 10 Days 30 Days 10 Days 30 Days
HANG SENG INDEX (HSI) 23.7 26.8 27.8 26.7 32.5 26.6
Alibaba Group Holding Ltd (9988) 22.3 34.8 23.7 34.8 25.0 34.8
TENCENT (0700) 18.5 32.1 25.4 32.1 32.4 32.2
MEITUAN-W (3690) 37.7 51.7 44.5 51.7 48.5 51.9
Xiaomi (1810) 32.1 49.2 32.4 49.1 39.0 49.1
HSBC HOLDINGS (0005) 54.4 29.4 57.8 29.4 56.1 28.9
PING AN (2318) 13.0 25.4 18.5 25.4 23.6 25.3
AIA (1299) 21.2 35.1 33.7 35.5 35.5 35.3
CHINA MOBILE (0941) 31.8 36.8 27.3 36.6 35.7 36.5
HANG SENG CEI (HSCE) 23.5 28.6 26.7 28.5 32.9 28.4
Last Update: 2020-04-08 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: 2020-04-08 16:35 (15 mins delayed)
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