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 26.47% Call 35.56% 0.02% 21.43% 7.55%
      Put 43.97% 13.77% 33.91% 3.12%  
9988 BABA-SW 32.12% Call 50.93% 41.06% 36.18% 1.64%
      Put 35.83% 10.39% 40.57% 3.21%  
6098 CG SERVICES 31.78% Call 59.02% 3.74% 57.32% 5.27%
      Put 0% - 0% -  
6060 Za Online 57.57% Call 62.10% 18.45% 67.44% 2.48%
      Put 0% - 0% -  
3968 CM Bank 34.60% Call 37.90% 19.77% 34.74% 0.32%
      Put 0% - 45.03% 13.62%  
3888 Kingsoft 63.39% Call 58.14% 9.95% 64.87% 2.90%
      Put 0% - 0% -  
3690 MEITUAN 50.53% Call 47.53% 20.34% 41.18% 4.95%
      Put 85.74% 9.18% 47.11% 0.79%  
2628 China Life 37.60% Call 0% - 30.42% 3.21%
      Put 51.26% 4.40% 53.73% 1.60%  
2382 Sunny Optical 54.99% Call 51.86% 1.32% 58.11% 4.53%
      Put 72.91% 12.94% 60.26% 4.54%  
2357 Avichina 39.86% Call 0% - 55.86% 3.33%
      Put 0% - 0% -  
2318 Ping an 19.82% Call 36.41% 11.62% 23.54% 1.97%
      Put 35.35% 8.01% 30.85% 3.08%  
2020 Anta Sports 41.16% Call 55.78% 3.52% 60.04% 4.77%
      Put 0% - 62.58% 0.23%  
2018 AAC Tech 52.31% Call 0% - 55.52% 2.86%
      Put 111.36% 33.97% 64.99% 1.26%  
1928 Sands China Ltd 41.70% Call 0% - 40.75% 1.06%
      Put 48.30% 13.97% 49.56% 0.15%  
1918 Sunac 49.83% Call 53.58% 6.92% 50.17% 0.43%
      Put 101.87% 36.95% 70.67% 0.74%  
1833 PA GOODDOCTOR 61.12% Call 76.94% 16.20% 61.76% 0.90%
      Put 0% - 0% -  
1810 Xiaomi 42.01% Call 47.58% 6.88% 44.41% 4.70%
      Put 48.77% 6.08% 46.43% 2.23%  
1548 Genscript Bio 44.28% Call 0% - 79.82% 0.64%
      Put 0% - 0% -  
1299 AIA 41.94% Call 62.66% 30.31% 28.56% 3.69%
      Put 61.38% 57.40% 38.49% 3.81%  
1177 Sino Biopharm 42.74% Call 54.32% 0.67% 50.70% 3.95%
      Put 55.54% 3.04% 61.41% 0.56%  
Last updated: 2020-05-28