Non-collateralized nature of structured products

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Top 30 average implied volatility

Underlying Underlying name Historial
volatility
30 (%)
Type Avg IV of
warrants
(<3 months
to maturity)
(%)
Compare
with
last week
Avg IV of
warrants
(>3 months
to maturity)
(%)
Compare
with
last week
IV
graph
HSI Hang Seng Index 15.33% Call 26.33% 50.60% 18.44% 13.10%
      Put 20.01% 5.19% 21.97% 2.09%  
6060 Za Online 69.96% Call 45.91% 14.79% 52.03% 1.14%
      Put 0% - 0% -  
3888 Kingsoft 43.59% Call 57.45% 10.56% 58.74% 2.98%
      Put 0% - 62.55% 0.81%  
3690 MEITUAN 43.55% Call 46.39% 2.88% 41.25% 1.46%
      Put 0% - 44.54% 0.73%  
2822 CSOP A50 ETF 14.69% Call 33.91% 39.09% 20.61% 11.45%
      Put 43.01% 0.69% 27.48% 4.74%  
2628 China Life 21.44% Call 37.86% 20.33% 28.86% 4.71%
      Put 53.55% 0.80% 32.33% 1.06%  
2382 Sunny Optical 34.62% Call 61.97% 22.21% 53.41% 3.69%
      Put 0% - 53.89% 2.49%  
2333 Greatwall Motor 44.27% Call 44.08% 15.57% 48.84% 7.20%
      Put 0% - 0% -  
2318 Ping an 18.20% Call 27.32% 19.02% 23.28% 2.77%
      Put 24.01% 0.91% 23.42% 4.85%  
2018 AAC Tech 40.48% Call 43.09% 11.77% 49.94% 0.63%
      Put 55.77% 0.43% 51.57% 2.12%  
1918 Sunac 32.03% Call 48.34% 18.38% 43.48% 0.80%
      Put 52.19% - 51.30% 3.80%  
1876 BUD APAC 36.72% Call 0% - 39.50% 0.29%
      Put 0% - 45.95% 3.18%  
1810 Xiaomi 27.12% Call 55.03% 25.48% 37.42% 0.47%
      Put 44.48% 0.96% 38.15% 1.98%  
1299 AIA 25.94% Call 38.76% 38.71% 27.70% 7.17%
      Put 32.19% 8.30% 28.54% 2.07%  
1177 Sino Biopharm 29.04% Call 57.60% 9.66% 55.00% 7.31%
      Put 0% - 60.23% 2.81%  
1093 Cspc Pharma 44.43% Call 65.57% 23.92% 53.45% 7.70%
      Put 0% - 53.44% 2.33%  
0992 Lenovo Group 35.00% Call 34.45% 8.16% 34.48% 1.40%
      Put 54.32% 11.25% 40.98% 2.08%  
0981 Smic 37.70% Call 51.25% 14.73% 53.89% 3.64%
      Put 0% - 0% -  
0941 China Mobile 15.08% Call 43.80% 42.60% 21.34% 3.86%
      Put 22.18% 32.23% 20.55% 1.05%  
0939 CCB 17.99% Call 30.26% 29.36% 23.36% 15.15%
      Put 35.64% 6.54% 24.89% 0.70%  
Last updated: 2019-11-15