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 20.10% Call 56.68% 182.56% 16.72% 12.30%
      Put 58.58% 79.31% 25.58% 8.29%  
9988 BABA-SW 26.94% Call 33.02% 8.69% 32.99% 5.70%
      Put 0% - 32.77% 1.08%  
6030 Citic Sec 38.93% Call 53.62% 20.20% 35.96% 1.34%
      Put 0% - 41.45% 2.24%  
3690 MEITUAN 41.03% Call 42.86% 2.83% 40.12% 1.75%
      Put 43.70% 15.59% 41.15% 1.77%  
3323 CNBM 46.04% Call 45.38% 2.86% 48.64% 0.07%
      Put 0% - 0% -  
2840 SPDR Gold Trust 12.41% Call 40.03% 0.01% 21.19% 3.57%
      Put 0% - 26.00% 2.71%  
2823 Ishares A50 28.35% Call 29.09% 7.91% 24.95% 11.58%
      Put 0% - 27.40% 0.38%  
2822 CSOP A50 ETF 29.32% Call 26.24% 9.65% 23.61% 1.24%
      Put 26.54% 1.89% 26.79% 2.77%  
2628 China Life 29.05% Call 40.77% 32.12% 27.53% 3.51%
      Put 48.14% 27.42% 35.98% 7.34%  
2382 Sunny Optical 43.83% Call 55.60% 5.63% 49.39% 0.30%
      Put 63.38% 8.17% 52.98% 0.72%  
2318 Ping an 28.09% Call 32.93% 9.45% 20.86% 5.26%
      Put 31.76% 5.12% 27.42% 1.47%  
2018 AAC Tech 41.38% Call 49.87% 2.21% 46.77% 0.77%
      Put 54.74% 3.39% 53.07% 1.10%  
1928 Sands China Ltd 39.84% Call 49.45% 27.08% 31.86% 2.14%
      Put 41.86% 10.95% 41.92% 2.31%  
1918 Sunac 44.58% Call 42.61% 42.15% 39.10% 3.73%
      Put 45.74% 1.54% 50.41% 0.61%  
1876 BUD APAC 38.75% Call 41.07% 5.31% 35.38% 3.44%
      Put 40.94% 1.41% 39.70% 2.43%  
1810 Xiaomi 57.95% Call 59.46% 16.99% 43.45% 1.92%
      Put 80.42% 45.87% 42.53% 2.68%  
1299 AIA 22.51% Call 36.81% 21.42% 26.27% 0.80%
      Put 39.81% 4.00% 30.43% 0.58%  
1211 Byd Company 74.64% Call 65.25% 64.95% 47.78% 4.42%
      Put 0% - 49.71% 4.31%  
1177 Sino Biopharm 39.92% Call 67.60% 28.57% 50.41% 1.82%
      Put 82.33% 21.79% 51.71% 1.08%  
1093 Cspc Pharma 34.72% Call 56.97% 20.09% 45.02% 0.25%
      Put 87.00% 41.21% 48.59% 0.15%  
Last updated: 2020-02-26